Fix multiple response.WriteHeader calls error in remote read adapter (#5159)

* fix multiple response.WriteHeader calls in remote read adapter
* remove useless return

Signed-off-by: qinng <guoruyi1@xiaomi.com>

documentation/examples/remote_storage/remote_storage_adapter/main.go

@@ -296,8 +296,7 @@ func serve(logger log.Logger, addr string, writers []writer, readers []reader) e
 
 		compressed = snappy.Encode(nil, data)
 		if _, err := w.Write(compressed); err != nil {
-			http.Error(w, err.Error(), http.StatusInternalServerError)
-			return
+			level.Warn(logger).Log("msg", "Error writing response", "storage", reader.Name(), "err", err)
 		}
 	})