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.

This is an attempt to rework the code to avoid the memory leak.
However, we still get a memory leak on error case because we don't
know the difference between an hard error case or simply a request to
wait for more bytes. See #362 for the discussion.