I'm still in the process of porting one of my applications to Linux!
A socket on Linux is capable of signalling a SIGPIPE when the connection on the other end closes. Of course, catching a signal and recovering is a decidedly non-trivial thing... so there's a Unix system call setsockoption where you can set the socket to be SO_NOSIGPIPE.
And this code exists in JUCE - except that it's commented out unless you're a Mac: in juce_linux_Network.cpp:233, I see:
#if JUCE_MAC setsockopt (socketHandle, SOL_SOCKET, SO_NOSIGPIPE, 0, 0); #endif
Of course, if I remove the guard this won't compile under Linux. But we're not seeing any sort of error on any other platform...