Issue 31247: test_xmlrpc leaks dangling threads

Using PR 3138 of bpo-31234, I noticed that test_xmlrpc leaks dangling threads. Example:

haypo@selma$ ./python -m test -v test_xmlrpc --fail-env-changed -m test.test_xmlrpc.MultiPathServerTestCase.test_path1
== CPython 3.7.0a0 (heads/master:0267128, Aug 21 2017, 17:23:11) [GCC 6.4.1 20170727 (Red Hat 6.4.1-1)]
(...)
Warning -- threading_cleanup() detected 0 leaked threads (count: 0, dangling: 2)
test_xmlrpc failed (env changed)
(...)

It seems like xmlrpc error handling creates reference leaks. Attached PR fixes the issue.