audit_log testcases do not wait for connections to finish disconnecting

On PS 5.5 trunk:

main.audit_log_syslog w1 [ pass ] 399

MTR's internal check of the test case 'main.audit_log_syslog' failed.
This means that the test case does not preserve the state that existed
before the test case was executed. Most likely the test case did not
do a proper clean-up. It could also be caused by the previous test run
by this thread, if the server wasn't restarted.
This is the diff of the states of the servers before and after the
test case was executed:
mysqltest: Logging to '/mnt/workspace/percona-server-5.5-param/BUILD_TYPE/release/Host/centos5-64/mysql-test/var/1/tmp/check-mysqld_1.log'.
mysqltest: Results saved in '/mnt/workspace/percona-server-5.5-param/BUILD_TYPE/release/Host/centos5-64/mysql-test/var/1/tmp/check-mysqld_1.result'.
mysqltest: Connecting to server localhost:13001 (socket /tmp/HK4zimjie5/1/mysqld.1.sock) as 'root', connection 'default', attempt 0 ...
mysqltest: ... Connected.
mysqltest: Start processing test commands from './include/check-testcase.test' ...
mysqltest: ... Done processing test commands.
--- /mnt/workspace/percona-server-5.5-param/BUILD_TYPE/release/Host/centos5-64/mysql-test/var/1/tmp/check-mysqld_1.result 2016-08-31 10:56:44.605489847 +0300
+++ /mnt/workspace/percona-server-5.5-param/BUILD_TYPE/release/Host/centos5-64/mysql-test/var/1/tmp/check-mysqld_1.reject 2016-08-31 10:56:45.256481356 +0300
@@ -1,5 +1,6 @@
 ID USER HOST DB COMMAND TIME STATE INFO TIME_MS ROWS_SENT ROWS_EXAMINED ROWS_READ
 <Id> root localhost NULL Query <Time> <State> SELECT * FROM INFORMATION_SCHEMA.PROCESSLIST WHERE COMMAND != 'Binlog Dump' X X X 1
+<Id> root localhost mtr Killed <Time> <State> NULL X X X 1
 Slave_IO_State
 Master_Host 127.0.0.1
 Master_User root

mysqltest: Result content mismatch