LP #1612118: Two DBUG +O commands in a row leak the first output file handle

**Reported in Launchpad by Laurynas Biveinis last update 17-08-2016 07:17:34

SET SESSION debug= '+O,../../log/bug46165.5.trace';
SET SESSION debug= '+O,../../log/bug46165.6.trace';
SET SESSION debug= '-O';

results in unclosed bug46165.5.trace.

This also shows up as a Valgrind error on main.variables_debug on 5.5 trunk:

main.variables_debug w3 [ pass ] 563
worker[3] Valgrind report from /home/laurynas/obj-percona-5.5-valgrind/mysql-test/var/3/log/mysqld.1.err after tests:
main.variables_debug
-------------------------------------------------------------------------- HEAP SUMMARY:
in use at exit: 30,644,184 bytes in 209 blocks
total heap usage: 66,915 allocs, 66,706 frees, 87,992,076 bytes allocated

552 bytes in 1 blocks are still reachable in loss record 107 of 128
at 0x4C2DB8F: malloc (vg_replace_malloc.c:299)
by 0x666BC8C: __fopen_internal (iofopen.c:69)
by 0xAC4619: DBUGOpenFile (dbug.c:1904)
by 0xAC65AE: DbugParse (dbug.c:607)
by 0xAC68B7: db_set (dbug.c:800)
by 0x67FB08: Sys_var_dbug::session_update(THD*, set_var*) (sys_vars.h:609)
by 0x51E2BE: sys_var::update(THD*, set_var*) (set_var.cc:204)
by 0x51E658: set_var::update(THD*) (set_var.cc:677)
by 0x51EF92: sql_set_variables(THD*, List<set_var_base>*) (set_var.cc:577)
by 0x5A035E: mysql_execute_command(THD*) (sql_parse.cc:3447)
by 0x5A4B6F: mysql_parse(THD*, char*, unsigned int, Parser_state*) (sql_parse.cc:6060)
by 0x5A63AC: dispatch_command(enum_server_command, THD*, char*, unsigned int) (sql_parse.cc:1075)
by 0x5A8158: do_command(THD*) (sql_parse.cc:789)
by 0x661DF2: do_handle_one_connection(THD*) (sql_connect.cc:1418)
by 0x661EEF: handle_one_connection (sql_connect.cc:1325)
by 0x83F867: pfs_spawn_thread (pfs.cc:1015)

LEAK SUMMARY:
definitely lost: 0 bytes in 0 blocks
indirectly lost: 0 bytes in 0 blocks
possibly lost: 0 bytes in 0 blocks
still reachable: 552 bytes in 1 blocks
suppressed: 30,643,632 bytes in 208 blocks