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 <ranier.vf@gmail.com>
Author: Álvaro Herrera <alvherre@alvh.no-ip.org>
Discussion: https://postgr.es/m/CAEudQArfqr0-s0VVPSEh=0kgOgBJvFNdGW=xSL5rBcr0WDMQYQ@mail.gmail.com

src/bin/scripts/reindexdb.c

@@ -339,7 +339,10 @@ reindex_one_database(ConnParams *cparams, ReindexType type,
 
 				/* Bail out if nothing to process */
 				if (process_list == NULL)
+				{
+					PQfinish(conn);
 					return;
+				}
 				break;
 
 			case REINDEX_SCHEMA:
@@ -352,7 +355,10 @@ reindex_one_database(ConnParams *cparams, ReindexType type,
 
 				/* Bail out if nothing to process */
 				if (process_list == NULL)
+				{
+					PQfinish(conn);
 					return;
+				}
 				break;
 
 			case REINDEX_INDEX:
@@ -370,7 +376,10 @@ reindex_one_database(ConnParams *cparams, ReindexType type,
 				 * in-place, so check if it has at least one cell.
 				 */
 				if (user_list->head == NULL)
+				{
+					PQfinish(conn);
 					return;
+				}
 
 				/*
 				 * Assuming 'user_list' is not empty, 'indices_tables_list'
@@ -416,6 +425,7 @@ reindex_one_database(ConnParams *cparams, ReindexType type,
 
 	sa = ParallelSlotsSetup(concurrentCons, cparams, progname, echo, NULL);
 	ParallelSlotsAdoptConn(sa, conn);
+	conn = NULL;
 
 	cell = process_list->head;
 	do
@@ -765,7 +775,6 @@ get_parallel_object_list(PGconn *conn, ReindexType type,
 	if (ntups == 0)
 	{
 		PQclear(res);
-		PQfinish(conn);
 		return NULL;
 	}