In my case, I found solution.
First of all check if your case is the same to my.
1 - You must be disconnected from all chats.
2 - Your corporation must be consists only from your characters. It will prevent you from receiving messages from other people.
After 2 min logging in to the game you get “The socket was closed”.
Just connect to some Help chat to receive messages constantly.
Make many waypoints in your router and use autopilot.
I hope I save some people nerves and time.
From my viewpoint, all characters must be connected to some “live” game chat by default to avoid problems like this. Like in WoT all characters are connected to General Chat.
So then why I don’t loss connection in WoW then I run some dungeon alone, without to be connected to any chat.
And I hope devs will stop posting what “The socket was closed” issue is only player side issue.
Nope guys it is your game issue.