Fix not saving .nn file after max_timesteps

[ervteng]

No description provided.

[ervteng]

Note: On Docker it does save .nn but we get this error.

Process Process-1: Traceback (most recent call last): File "/usr/local/lib/python3.6/multiprocessing/process.py", line 258, in _bootstrap self.run() File "/usr/local/lib/python3.6/multiprocessing/process.py", line 93, in run self._target(*self._args, **self._kwargs) File "/ml-agents-envs/mlagents/envs/subprocess_environment.py", line 70, in worker env.close() File "/ml-agents-envs/mlagents/envs/environment.py", line 467, in close raise UnityEnvironmentException("No Unity environment is loaded.") mlagents.envs.exception.UnityEnvironmentException: No Unity environment is loaded.

[harperj]

Change itself looks good, if we're seeing double .close() happening it's probably just because close is also being called in the finally: clause. We could just remove one of the calls.