reindexdb: move PQfinish() calls to the right place

reindexdb: move PQfinish() calls to the right place

get_parallel_object_list() has no business closing a connection it did
not create.  Make things more sensible by closing the connection at the
level where it is created, in reindex_one_database().

Extracted from a larger patch by the same author.  However, the patch as
submitted not only was not described as containing this change, but in
addition it contained a fatal flaw whereby reindexdb would crash and
fail across all of its TAP test, which is why I list myself as
co-author.

Author: Ranier Vilela 
Author: Álvaro Herrera 
Discussion: https://postgr.es/m/CAEudQArfqr0-s0VVPSEh=0kgOgBJvFNdGW=xSL5rBcr0WDMQYQ@mail.gmail.com