Fix memory leak in _memory_usage

[ngoldbaum]

Also removes an incorrect comment I found while working on numpy/numpy#23318

[peytondmurray]

Thanks for finding this, this seemed like a difficult one. During your debugging, did you find a good way that we can test for something like this?

[ngoldbaum]

Yeah, we can add a pytest-leaks run or just make all the tests run under pytest-leaks (which will make the tests a lot slower). That would require a decent amount of messing with the github actions setup since it needs a debug python build and I wanted to look at other stuff today.

[seberg]

pytest-valgrind would also find true memory leaks (not refcounting problems, pytest-leaks is more sensitive). Similar speed issue, although easier to set up and less fragile.

(anyway, just throwing it out, overall, testing occasionally with sanitizers is likely even better these days.)