colo-compare: kick compare thread to exit after some cleanup in finalization

We should call g_main_loop_quit() to notify colo compare thread to
exit, Or it will run in g_main_loop_run() forever.

Besides, the finalizing process can't happen in context of colo thread,
it is reasonable to remove the 'if (qemu_thread_is_self(&s->thread))'
branch.

Before compare thead exits, some cleanup works need to be
done,  All unhandled packets need to be released and connection_track_table
needs to be freed, or there will be memory leak.

Signed-off-by: zhanghailiang <zhang.zhanghailiang@huawei.com>
Reviewed-by: Zhang Chen <zhangchen.fnst@cn.fujitsu.com>
Signed-off-by: Jason Wang <jasowang@redhat.com>
