Errors when exiting without deleting controllers & bdevs first.

[pykello]

If I hit Ctrl-C before deleting controllers & bdevs first, I get the following errors:

[2023-11-15 12:58:28.498117] vhost_blk.c:1218:vhost_user_bdev_remove_cb: *WARNING*: vhost.0: hot-removing bdev - all further requests will fail.
[2023-11-15 12:58:28.550627] reactor.c: 983:reactor_run: *ERROR*: spdk_thread_exit() was not called on thread 'vhost.0'
[2023-11-15 12:58:28.550674] reactor.c: 985:reactor_run: *ERROR*: This will result in a non-zero exit code in a future release.

This isn't high priority, as this won't happen if bdevs and controllers are deleted before stopping. But we need to understand why this doesn't happen in SPDK's vhost app, but happens here, and fix it.