fix test leak for MQTT

[TingDaoK]

Issue #, if available:

• Specifically, IotServiceTest.testIotService, when connectDirectWithConfig failed, there is no close() called for the connection, here, while the connection may already be created by failed to connect, here, and result in a resource leak. And result in the test hanging as we wait for the resources to be cleaned up

Description of changes:

• Add a tear down override to make sure the connection is closed before exit
• Remove badssl tests, they are flaky and I don't know why we have those similar tests to different endpoint

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