Improve actor lifecycle / shutdown management in main.go

[juliusv]

See https://github.com/prometheus/alertmanager/pull/2897#pullrequestreview-959181763. There are currently some actors / goroutines that are shut down upon exit via the stopc channel, but some others (like mem.Alerts) are shut down differently, and yet others (like the Dispatcher) aren't shut down properly at all. This could be made more consistent.