Start health check phase doesn't response to os signals

[gfelixc]

How to reproduce

• Make sure to turn off Docker
• Start load balancer
• Press Control+C

Actual behavior

Load balancer is stucked

Expected behavior

Load balancer should close

[gfelixc]

@DelusionalOptimist @Shreyas220 I would like to fix this, can you assign me this issue and label it properly with hacktober fest labels?