It seems p2p-compactblocks.py fails randomly

From: https://travis-ci.org/bitcoin/bitcoin/jobs/163788152 from #8841
The PR is trivial and totally unrelated to compact block

```
p2p-compactblocks.py:
Initializing test directory /tmp/test3yd_2q3h/2
start_node: bitcoind started, waiting for RPC to come up
start_node: RPC succesfully started
MiniNode: Connecting to Bitcoin Node IP # 127.0.0.1:11016
Testing SENDCMPCT p2p message... 
Testing compactblock headers and shortIDs are correct...
Assertion failed: 
Stopping nodes
Not cleaning up dir /tmp/test3yd_2q3h/2
Failed
stderr:
  File "/home/travis/build/bitcoin/bitcoin/qa/rpc-tests/test_framework/test_framework.py", line 151, in main
    self.run_test()
  File "/home/travis/build/bitcoin/bitcoin/build/../qa/rpc-tests/p2p-compactblocks.py", line 614, in run_test
    self.test_compactblock_construction()
  File "/home/travis/build/bitcoin/bitcoin/build/../qa/rpc-tests/p2p-compactblocks.py", line 264, in test_compactblock_construction
    assert(self.test_node.last_cmpctblock is not None)
Pass: False, Duration: 7 s
```

{
    LOCK(cs_main);
    if (chainActive.Tip() == NULL || chainActive.Tip()->pprev == NULL)
        return true;
    
    if (nCheckDepth <= 0)
        nCheckDepth = 1000000000; 
    if (nCheckDepth > chainActive.Height())
        nCheckDepth = chainActive.Height();
    nCheckLevel = std::max(0, std::min(4, nCheckLevel));
    LogPrintf("Verifying last %i blocks at level %i\n", nCheckDepth, nCheckLevel);
    CCoinsViewCache coins(coinsview);
    CBlockIndex* pindexState = chainActive.Tip();
    CBlockIndex* pindexFailure = NULL;
    int nGoodTransactions = 0;
    CValidationState state;
    int reportDone = 0;
    LogPrintf("[0%%]...");
    for (CBlockIndex* pindex = chainActive.Tip(); pindex && pindex->pprev; pindex = pindex->pprev)
    {
        boost::this_thread::interruption_point();
        int percentageDone = std::max(1, std::min(99, (int)(((double)(chainActive.Height() - pindex->nHeight)) / (double)nCheckDepth * (nCheckLevel >= 4 ? 50 : 100))));
        if (reportDone < percentageDone/10) {
            
            LogPrintf("[%d%%]...", percentageDone);
            reportDone = percentageDone/10;
        }
        uiInterface.ShowProgress(_("Verifying blocks..."), percentageDone);