Fix WaitEventSet resource leak in WaitLatchOrSocket().

Fix WaitEventSet resource leak in WaitLatchOrSocket().

This function would have the same issue we solved in commit 501cfd07d:
If an error is thrown after calling CreateWaitEventSet(), the file
descriptor (on epoll- or kqueue-based systems) or handles (on Windows)
that the WaitEventSet contains are leaked.

Like that commit, use PG_TRY-PG_FINALLY (PG_TRY-PG_CATCH in v12) to make
sure the WaitEventSet is freed properly.

Back-patch to all supported versions, but as we do not have this issue
in HEAD (cf. commit 50c67c201), no need to apply this patch to it.

Discussion: https://postgr.es/m/CAPmGK16MqdDoD8oatp8SQWaEa4vS3nfQqDN_Sj9YRuu5J3Lj9g%40mail.gmail.com