Apply suggestion from @simorenoh

Author: simorenoh

sdk/cosmos/azure-cosmos/azure/cosmos/_cosmos_client_connection.py

@@ -3628,7 +3628,7 @@ def _checkpoint_and_reraise(error: Exception) -> NoReturn:
                         self._UpdateSessionIfRequired(req_headers, backend_query_result, backend_response_headers)
                         if response_headers is not None:
                             response_headers.clear()
-                            response_headers.update(last_response_headers)
+                            response_headers.update(backend_response_headers)
 
                         # Merge results, falling back to a plain extend if the
                         # aggregating merge raises (it can on aggregated queries