Fix potential memory leak in test_bad_dtls #26066

Job	Run time
basic_clang	5m 44s
check_docs	59s
basic_gcc	5m 45s
check_update	1m 14s
check-ansi	2m 33s
minimal	2m 28s
no-deprecated	5m 20s
non-caching	15m 44s
no-shared-macos (macos-13)	8m 3s
no-shared-macos (macos-14)	3m 55s
no-shared-ubuntu	4m 38s
self-hosted (freebsd-13.2)	14m 5s
self-hosted (ubuntu-arm64-22.04)	9m 57s
address_ub_sanitizer	10m 43s
enable_non-default_options	4m 49s
full_featured	6m 10s
fuzz_tests	2m 57s
memory_sanitizer	22m 55s
no-legacy	5m 42s
threads_sanitizer	5m 23s
external-test-cf-quiche	3m 46s
external-test-pyca (1.51.0, 3.9)	6m 50s
external-tests	11m 45s
legacy	4m 56s
out-of-readonly-source-and-install-macos (macos-13)	12m 39s
out-of-readonly-source-and-install-macos (macos-14)	6m 21s
out-of-readonly-source-and-install-ubuntu	7m 39s
	3h 13m 0s

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