zmq: make sure to destroy evaluator context in case zmq fails on startup

[xjules]

Issue
In case zmq fails on startup this makes sure it closes properly.

Approach
Short description of the approach

(Screenshot of new behavior in GUI if applicable)

• PR title captures the intent of the changes, and is fitting for release notes.
• Added appropriate release note label
• Commit history is consistent and clean, in line with the contribution guidelines.
• Make sure unit tests pass locally after every commit (git rebase -i main --exec 'just rapid-tests')

When applicable

• When there are user facing changes: Updated documentation
• New behavior or changes to existing untested code: Ensured that unit tests are added (See Ground Rules).
• Large PR: Prepare changes in small commits for more convenient review
• Bug fix: Add regression test for the bug
• Bug fix: Create Backport PR to latest release

[codspeed-hq]

CodSpeed Performance Report

Merging #9905 will improve performances by 10.23%

_{Comparing xjules:backport_13 (57653ad) with main (3b6f51e)}

Summary

⚡ 1 improvements
✅ 23 untouched benchmarks
⁉️ 1 dropped benchmarks

⚠️ Please fix the performance issues or acknowledge them on CodSpeed.

Benchmarks breakdown

	Benchmark	BASE	HEAD	Change
⚡	test_direct_dark_performance_with_storage[gen_x: 20, sum_x: 20 reals: 10-summary-get_record_observations]	1.5 ms	1.3 ms	+10.23%
⁉️	test_plotter_on_all_snake_oil_responses_time[0]	11 s	N/A	N/A