This allows to free everything we allocated, so we can detect memory
leaks.
Reviewed-by: NRich Salz <rsalz@openssl.org>
GH: #2023

There was a time it could be NULL, but that was changed to always have it.
Reviewed-by: NRich Salz <rsalz@openssl.org>
GH: #2023

Reviewed-by: NRich Salz <rsalz@openssl.org>
GH: #2023

Reviewed-by: NRich Salz <rsalz@openssl.org>

GH: #1174

Reviewed-by: NBen Laurie <ben@links.org>

MR: #2740