WaitEventSet resource leakage

In [1] I wrote:

> PG Bug reporting form <noreply@postgresql.org> writes:
>> The following script:
>> [ leaks a file descriptor per error ]
> 
> Yeah, at least on platforms where WaitEventSets own kernel file
> descriptors.  I don't think it's postgres_fdw's fault though,
> but that of ExecAppendAsyncEventWait, which is ignoring the
> possibility of failing partway through.  It looks like it'd be
> sufficient to add a PG_CATCH or PG_FINALLY block there to make
> sure the WaitEventSet is disposed of properly --- fortunately,
> it doesn't need to have any longer lifespan than that one
> function.

After further thought that seems like a pretty ad-hoc solution.
We probably can do no better in the back branches, but shouldn't
we start treating WaitEventSets as ResourceOwner-managed resources?
Otherwise, transient WaitEventSets are going to be a permanent
source of headaches.

            regards, tom lane

[1] https://www.postgresql.org/message-id/423731.1678381075%40sss.pgh.pa.us