Fix ancient connection leak in dblink

Fix ancient connection leak in dblink

When using unnamed connections with dblink, every time a new
connection is made, the old one is leaked. Fix that.

This has been an issue probably since dblink was first committed.
Someone complained almost ten years ago, but apparently I decided
not to pursue it at the time, and neither did anyone else, so it
slipped between the cracks. Now that someone else has complained,
fix in all supported branches.

Discussion: (orig) https://postgr.es/m/flat/F680AB59-6D6F-4026-9599-1BE28880273D%40decibel.org#F680AB59-6D6F-4026-9599-1BE28880273D@decibel.org
Discussion: (new) https://postgr.es/m/flat/0A3221C70F24FB45833433255569204D1F6ADF8C@G01JPEXMBYT05
Reported by: Jim Nasby and Takayuki Tsunakawa