Fix UAF error caught by asan

We were 'delete'ing the AdbConnectionState while it still had a thread
running. To fix this we moved responsibility for deleting the
AdbConnectionState to the thread that makes use of it (if it was, in
fact, created).

Test: Build and boot device with adbconnection

Change-Id: I9f33a308d9b56a33c155b37dd86749d5a765809c