`reindex.RetryTests` leaks threads

[bleskes]

A test run of the above test failed because of leaked threads. Sadly it doesn't reproduce : https://elasticsearch-ci.elastic.co/job/elastic+elasticsearch+master+multijob-unix-compatibility/os=ubuntu/726/consoleFull

leaked threads:

   > Throwable #1: com.carrotsearch.randomizedtesting.ThreadLeakError: 2 threads leaked from SUITE scope at org.elasticsearch.index.reindex.RetryTests: 
   >    1) Thread[id=192, name=es-client-327-0, state=RUNNABLE, group=TGRP-RetryTests]
   >         at sun.nio.ch.EPollArrayWrapper.epollWait(Native Method)
   >         at sun.nio.ch.EPollArrayWrapper.poll(EPollArrayWrapper.java:269)
   >         at sun.nio.ch.EPollSelectorImpl.doSelect(EPollSelectorImpl.java:93)
   >         at sun.nio.ch.SelectorImpl.lockAndDoSelect(SelectorImpl.java:86)
   >         at sun.nio.ch.SelectorImpl.select(SelectorImpl.java:97)
   >         at org.apache.http.impl.nio.reactor.AbstractMultiworkerIOReactor.execute(AbstractMultiworkerIOReactor.java:340)
   >         at org.apache.http.impl.nio.conn.PoolingNHttpClientConnectionManager.execute(PoolingNHttpClientConnectionManager.java:192)
   >         at org.apache.http.impl.nio.client.CloseableHttpAsyncClientBase$1.run(CloseableHttpAsyncClientBase.java:64)
   >         at java.lang.Thread.run(Thread.java:745)
   >    2) Thread[id=193, name=es-client-327-1, state=RUNNABLE, group=TGRP-RetryTests]
   >         at sun.nio.ch.EPollArrayWrapper.epollWait(Native Method)
   >         at sun.nio.ch.EPollArrayWrapper.poll(EPollArrayWrapper.java:269)
   >         at sun.nio.ch.EPollSelectorImpl.doSelect(EPollSelectorImpl.java:93)
   >         at sun.nio.ch.SelectorImpl.lockAndDoSelect(SelectorImpl.java:86)
   >         at sun.nio.ch.SelectorImpl.select(SelectorImpl.java:97)
   >         at org.apache.http.impl.nio.reactor.AbstractIOReactor.execute(AbstractIOReactor.java:255)
   >         at org.apache.http.impl.nio.reactor.BaseIOReactor.execute(BaseIOReactor.java:104)
   >         at org.apache.http.impl.nio.reactor.AbstractMultiworkerIOReactor$Worker.run(AbstractMultiworkerIOReactor.java:588)
   >         at java.lang.Thread.run(Thread.java:745)