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You don't know if the request was successful or not and so its better to error to the user than retry, especially because forwards to a shard leader can be retried internally.
ChaosMonkeyNothingIsSafeTest rare fails due to TOLEADER retries.
shard leader loss due to ZK session expiry
Retry 'forward to leader' requests less aggressively - rather than on IOException, ConnectException.