[BUG] TransferRequest request transactions are getting leaked

[abellina]

This affects 21.06 and 21.08.

With this change: #2409, a JVM leak was introduced where TransactionRequest transactions are not closed at the server side. I found this while running things in DEBUG mode for another issue and noticed the logs getting really large.

The leak is not good for long running jobs in general (slowing them down eventually), but it is especially not good if you run in DEBUG mode and don't override this log level to INFO or above:

com.nvidia.spark.rapids.shuffle.ucx.UCXServerConnection

As the "pending" transactions are printed in DEBUG mode.