ovsdb-client: Fix memory leak reported by valgrind.

ovsdb-client: Fix memory leak reported by valgrind.

test case 1427: ovsdb-server combines updates on backlogged connections.
    ovsdb_column_set_add (column.c:233)
    add_column (ovsdb-client.c:730)
    parse_monitor_columns (ovsdb-client.c:787)
    add_monitored_table (ovsdb-client.c:872)
    do_monitor__ (ovsdb-client.c:945)

Reported-by: William Tu <u9012063@gmail.com>
Reported-at: http://openvswitch.org/pipermail/dev/2016-January/064161.html
Signed-off-by: Andy Zhou <azhou@ovn.org>
Signed-off-by: Ben Pfaff <blp@ovn.org>