Fix and improve Undertow* tests in elytron module

There are 4 tests in https://github.com/wildfly/wildfly/blob/master/testsuite/elytron/src/test/java/org/wildfly/test/integration/elytron/ssl/UndertowSslSecurityDomainTestCase.java#L122 and each is creating client and making the call.

But the client is never closed.

I checked https://github.com/wildfly/wildfly/blob/master/testsuite/shared/src/main/java/org/jboss/as/test/integration/security/common/Utils.java#L397 but it doesn't close the client either.

I think it makes sense to enhance those 4 tests with client.close(); lines.
Changing Utils class can cause regressions when client is used for multiple calls.