Switch self.event.destroy() with del(self.event) which should be the same.

salt/client.py

@@ -1001,7 +1001,8 @@ class LocalClient(object):
         # When running tests, if self.events is not destroyed, we leak 2
         # threads per test case which uses self.client
         if hasattr(self, 'event'):
-            self.event.destroy()
+            # The call bellow will take care of calling 'self.event.destroy()'
+            del(self.event)
 
 
 class FunctionWrapper(dict):