"'Connection' object has no attribute '_sftp_live'" when pysftp connection fails

I'd like to catch nicely the error when "No hostkey for host *** is found" and give an appropriate message to the end user. I tried this:

import pysftp, paramiko
try: 
    with pysftp.Connection('1.2.3.4', username='root', password='') as sftp:
        sftp.listdir()
except paramiko.ssh_exception.SSHException as e:
    print('SSH error, you need to add the public key of your remote in your local known_hosts file first.', e)

but unfortunately the output is not very nice:

SSH error, you need to add the public key of your remote in your local known_hosts file first. No hostkey for host 1.2.3.4 found.
Exception ignored in: <function Connection.__del__ at 0x00000000036B6D38>
Traceback (most recent call last):
  File "C:\Python37\lib\site-packages\pysftp\__init__.py", line 1013, in __del__
    self.close()
  File "C:\Python37\lib\site-packages\pysftp\__init__.py", line 784, in close
    if self._sftp_live:
AttributeError: 'Connection' object has no attribute '_sftp_live'

How to nicely avoid these last lines / this "exception ignored" with a try: except:?

from "'Connection' object has no attribute '_sftp_live'" when pysftp connection fails