dnsdist: Do not keep the mplexer created for the initial health-check around

[rgacogne]

Short description

We no longer need it after that initial health-check round so it is only wasting (a very small amount of) memory and one file descriptor at that point.

Checklist

I have:

• [x] read the CONTRIBUTING.md document
• [x] compiled this code
• [x] tested this code
• [ ] included documentation (including possible behaviour changes)
• [ ] documented the code
• [ ] added or modified regression test(s)
• [ ] added or modified unit test(s)

[Habbie]

CI failure is unrelated