... and use the pedantic VDP to test that we do.

This should plug some less relevant memory leaks from VDPs which
allocate heap memory.

Note that we should not close VDPs for the happy path to allow
transports to keep them open until after cnt_transmit returns (e.g. in
vmod_pesi).

Calling VDP_Close() from cnt_transmit() avoids repetition for error
handling in transports.