zmq: make sure to destroy evaluator zmq context in case server fails on startup

[xjules]

Issue
Some tests were hanging due to the ee zmq context was not properly destroyed.

Approach
Short description of the approach

(Screenshot of new behavior in GUI if applicable)

• PR title captures the intent of the changes, and is fitting for release notes.
• Added appropriate release note label
• Commit history is consistent and clean, in line with the contribution guidelines.
• Make sure unit tests pass locally after every commit (git rebase -i main --exec 'just rapid-tests')

When applicable

• When there are user facing changes: Updated documentation
• New behavior or changes to existing untested code: Ensured that unit tests are added (See Ground Rules).
• Large PR: Prepare changes in small commits for more convenient review
• Bug fix: Add regression test for the bug
• Bug fix: Create Backport PR to latest release

[jonathan-eq]

Very good findings! 🌊 🏄

[codspeed-hq]

CodSpeed Performance Report

Merging #9900 will not alter performance

_{Comparing xjules:fix_zmq_hang (7e600dd) with main (cb0726d)}

Summary

✅ 25 untouched benchmarks