oob: delete events when destroying a peer

Without this patch running ring_c with the usnic BTL under valgrind will
cause the orteds to segfault.

Reviewed-by: Jeff Squyres <jsquyres@cisco.com>
Reviewed-by: Ralph Castain <rhc@open-mpi.org>

cmr=v1.7.5:reviewer=ompi-rm1.7