Code review comment for lp:~vila/bzr/383920-pycurl-hangs

The previous approach was not addressing the root cause.

The root cause is still a bit unclear as it involved python gc'ing a socket or not before
leaving pycurl polling it...

Anyway, this fix makes no hazardous assumption about the http protocol ;)

It explicitly shuts down the socket when the thread handling a http[s] connection is about
to finish. In our case, when the connection is closed by the server after sending a 404 error.

That may reduce the number of tests leaking threads, but it doesn't address all cases
(and it's hard to measure precisely anyway until we fix them all).