Does not close socket on ETERM

[moteus]

Now if socket detect ETERM it close himself immediately.
This is not very convinient on multithread code.

-- Worker thread
while true do
  local ok, err = sok:recvx()
  if not ok then break end
end
cleanup()

-- main thread

-- srart worker thread
-- wait
ctx:destroy()

In this example sok will get ETERM just after ctx:destroy() and close himself.
After thet ctx:destroy() will be ended main thread also ended.
So cleanup may be not called.

Now lzmq context close all sockets by default so I think it compatiable with preview version excapt this case.