Add comments/permit unchecked error to close_db_dir pull requests (#10093)

Add comments/permit unchecked error to close_db_dir pull requests (#10093)

Summary:
In [close_db_dir](https://github.com/facebook/rocksdb/pull/10049) pull request, some merging conflicts occurred (some comments and one line `s.PermitUncheckedError()` are missing). This pull request aims to put them back.

Pull Request resolved: https://github.com/facebook/rocksdb/pull/10093

Reviewed By: ajkr

Differential Revision: D36884117

Pulled By: littlepig2013

fbshipit-source-id: 8c0e2a8793fc52804067c511843bd1ff4912c1c3