Fix: Relayd and consumerd socket leaks

Fix: Relayd and consumerd socket leaks

Using the set_consumer_uri call, the connection is established between
the session daemon and the relayd then sent to the relayd. However, when
start_tracing is initiated, the sessiond creates, if needed, the relayd
sockets and send them to the consumer. A validation was missing in one
of the function call to validate if the sockets were already sent to the
consumer.

Note that using lttng_create_session with a remote URL, the sockets are
created only when tracing starts thus not having this issue.

This fixes leaks on the relayd and consumerd when destroying a session.

Fixes #374 #382

Signed-off-by: David Goulet <dgoulet@efficios.com>