When the call to httpclient_start() failed, it is the caller responsibilty
to destroy the http-client context by calling httpclient_destroy(). It is
performed at several places but it was missing in the httpclient_cli
code. So let's fix it.
This patch must be backported as far as 2.6. On 3.2 and lower, it must be
applied on http_client.c.