MINOR: Close ZKDatabase in EmbeddedZookeeper (#6237)

And remove redundant call. Closing ZKDatabase is necessary to allow the data
directory to be deleted when running on Windows.

Reviewers: Ismael Juma <ismael@juma.me.uk>

core/src/test/scala/unit/kafka/zk/EmbeddedZookeeper.scala

@@ -49,7 +49,7 @@ class EmbeddedZookeeper() extends Logging {
   val port = zookeeper.getClientPort
 
   def shutdown(): Unit = {
-    CoreUtils.swallow(zookeeper.shutdown(), this)
+    // Also shuts down ZooKeeperServer
     CoreUtils.swallow(factory.shutdown(), this)
 
     def isDown(): Boolean = {
@@ -60,6 +60,7 @@ class EmbeddedZookeeper() extends Logging {
     }
 
     Iterator.continually(isDown()).exists(identity)
+    CoreUtils.swallow(zookeeper.getZKDatabase().close(), this)
 
     Utils.delete(logDir)
     Utils.delete(snapshotDir)