Adding comment explaining error rethrowing

Author: LikeTheSalad

opamp-client/src/main/java/io/opentelemetry/opamp/client/internal/connectivity/websocket/OkHttpWebSocket.java

@@ -58,6 +58,7 @@ public void close(int code, @Nullable String reason) {
         }
       } catch (IllegalArgumentException e) {
         status.set(Status.RUNNING);
+        // Re-throwing as this error happens due to a caller error.
         throw e;
       }
     }