Can F5 load balancer disconnect socket after each transaction

There are ways to achieve this.

One way would be to use an irule to change any Connection header in the request to Connection: Close, or insert that header if it is missing.

The oneconnect profile applied to a virtual server with a http profile detaches the client-side connection from the server-side connection after every HTTP request/response - the server side connection is not closed, but will be reused by a future request. This is most commonly used to ensure that every HTTP request/response requires a fresh load-balancing decision. However, it is not suitable if the web server makes assumptions about the identity of the client at the other side of the connection (such as NTLM authentication).