JDWP: with server=y, at VM exit you get: failed to initialize, VM_DEAD(112)

The Java app has done a normal exit and the VM is dead, yet the debugger
backend might still try and setup for a new connection to this VM.
The error is fairly harmless but ugly. Risk is low since the VM is considered
dead anyway.

The regression test is
   com/sun/jdi/RunToExit.java

Yet another "clean death" issues for the debugger backend.