Don't double-interrupt the test HTTP server

This is the same situation as ruby/net-http#197, where a server
thread is interrupted twice and ends up in a loop. This is more
fallout from removing WEBrick and replacing its use in tests with
small hand-written server code that apparently exposes a behavior
difference in JRuby.

test/mri/open-uri/utils.rb

@@ -21,14 +21,17 @@ def start
       loop do
         client = @server.accept
         handle_request(client)
-        client.close
+      ensure
+        client&.close
       end
+    ensure
+      @server.close
     end
   end
 
   def shutdown
-    @thread.kill
-    @server.close
+    @thread&.kill
+    @thread&.join
   end
 
   private
@@ -176,12 +179,14 @@ def start
         handle_request(client, method, path, request_line, headers)
       rescue IOError
       end
+    ensure
+      @server&.close
     end
   end
 
   def shutdown
-    @thread.kill
-    @server.close
+    @thread&.kill
+    @thread&.join
   end
 
   private