ofproto: Do not postpone closing the mgmt socket

When the bridge datapath_type is changed, ofproto is destroyed and immediately
recreated. This involves closing and reopening the mgmt socket. If the
destruction of the 'connmgr' is postponed, a race condition might happen, where
we first recreate the socket and then try to destroy it.

Reported-by: Daniel Badea <daniel.badea@windriver.com>
Signed-off-by: Daniele Di Proietto <ddiproietto@vmware.com>
Signed-off-by: Ben Pfaff <blp@nicira.com>