Allow an endpoint to read the alert data before closing the socket

If an alert gets sent and then we close the connection immediately with
data still in the input buffer then a TCP-RST gets sent. Some OSs
immediately abandon data in their input buffer if a TCP-RST is received -
meaning the alert data itself gets ditched. Sending a TCP-FIN before the
TCP-RST seems to avoid this.

This was causing test failures in MSYS2 builds.

Reviewed-by: Rich Salz <rsalz@openssl.org>
Reviewed-by: Ben Kaduk <kaduk@mit.edu>
(Merged from https://github.com/openssl/openssl/pull/4333)