MDEV-7871 Tests fail massively on "Assertion `status_var.memory_used == 0'" when run with --ps --embedded.
   As the MF_THREAD_SPECIFIC was introduced to the alloc_root's and
   the prealloc added to the statement::mem_root and statement::result.alloc, we have to adjust
   the embedded server to it. The preallocation was removed for the embedded server as it
   makes no sence for it. The msyqltest should free the statement inside the proper thead to
   make the memory statistics happy.