lib: fix memory leak when handling I/O

lib: fix memory leak when handling I/O

The state data is used to ensure we don't interleave requests of the
same kind (eg requesting data for eth0, then for eth1 while eth0 is
running). The data was freed only when reaching `CONN_STATE_IDLE`
again. Otherwise, there was a memory leak.

To avoid the memory leak, we avoid use a static allocation instead.
See #362 for the discussion.