Fix some memory leaks in the openssl app

Fix some memory leaks in the openssl app

In some error cases the normal cleanup did not
happen, but instead an exit(1) which caused some
memory leaks, as reported in #22049.

Reviewed-by: Tom Cosgrove <tom.cosgrove@arm.com>
Reviewed-by: Nicola Tuveri <nic.tuv@gmail.com>
(Merged from https://github.com/openssl/openssl/pull/22055)