fetcher/curl: Fix leaks caught by ASAN

fetcher/curl: Fix leaks caught by ASAN

I had to rebuild `glib` with `-fsanitize=address` in order to get a stack trace
to finally get this one.  However, *installing* that glib "system wide"
in my container breaks everything (including `rpm-ostree`, `dnf`, `pkg-config` etc.)
that wasn't built with ASAN.

So my test scenario right now is to extract the libs and do e.g.:
```
make && env LD_LIBRARY_PATH=$HOME/src/distgit/fedora/glib2/asan-libs make check TESTS=tests/test-basic.sh
```

Closes: #719
Approved by: jlebon