msg/SimpleMessenger: drop local_conneciton priv link on shutdwon

This breaks ref cycles between the local_connection and session, and let's
us drop the explicit set_priv() calls in OSD::shutdown().

Signed-off-by: Sage Weil <sage@redhat.com>
(cherry picked from commit 63c1711a9e237c14d137131f56751970ad1567b1)