controlclient tests: fix more memory leaks and add resource checking.

I can now run these tests with -count=1000 without running out of RAM.

Signed-off-by: Avery Pennarun <apenwarr@tailscale.com>

control/controlclient/direct.go

@@ -654,7 +654,6 @@ func (c *Direct) decodeMsg(msg []byte, v interface{}) error {
 	if c.newDecompressor == nil {
 		b = decrypted
 	} else {
-		//decoder, err := zstd.NewReader(nil)
 		decoder, err := c.newDecompressor()
 		if err != nil {
 			return err