Connect to a server without opening Finder windows for each mounted volume
I don't know how to test it, but would any of these change the behavior?

defaults write com.apple.finder OpenWindowForNewRemovableDisk -bool false
defaults write com.apple.frameworks.diskimages auto-open-ro-root -bool false
defaults write com.apple.frameworks.diskimages auto-open-rw-root -bool false
osascript -e 'quit app "Finder"'