Fix several missing msg_t::close calls.

I traced memory leaks found using AddressSanitizer down to these.

tests/test_client_server.cpp

@@ -56,6 +56,8 @@ int main (void)
     rc = zmq_msg_send(&msg, client, 0);
     assert (rc == 1);
 
+    rc = zmq_msg_init(&msg);
+    assert (rc == 0);
     rc = zmq_msg_recv(&msg, server, 0);
     assert (rc == 1);    
 
@@ -80,6 +82,9 @@ int main (void)
     rc = zmq_msg_recv(&msg, client, 0);
     assert (rc == 1);
 
+    rc = zmq_msg_close(&msg);
+    assert (rc == 0);
+
     rc = zmq_close (server);
     assert (rc == 0);