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
```

pfrom->PushMessage(NetMsgType::GETHEADERS, chainActive.GetLocator(pindexLast), uint256());
        }
        bool fCanDirectFetch = CanDirectFetch(chainparams.GetConsensus());
        
        
        if (fCanDirectFetch && pindexLast->IsValid(BLOCK_VALID_TREE) && chainActive.Tip()->nChainWork <= pindexLast->nChainWork) {
            vector<CBlockIndex *> vToFetch;
            CBlockIndex *pindexWalk = pindexLast;
            
            while (pindexWalk && !chainActive.Contains(pindexWalk) && vToFetch.size() <= MAX_BLOCKS_IN_TRANSIT_PER_PEER) {
                if (!(pindexWalk->nStatus & BLOCK_HAVE_DATA) &&
                        !mapBlocksInFlight.count(pindexWalk->GetBlockHash()) &&
                        (!IsWitnessEnabled(pindexWalk->pprev, chainparams.GetConsensus()) || State(pfrom->GetId())->fHaveWitness)) {
                    
                    vToFetch.push_back(pindexWalk);
                }
                pindexWalk = pindexWalk->pprev;
            }
            
            
            
            
            if (!chainActive.Contains(pindexWalk)) {
                LogPrint("net", "Large reorg, won't direct fetch to %s (%d)\n",
                        pindexLast->GetBlockHash().ToString(),
                        pindexLast->nHeight);
            } else {
                vector<CInv> vGetData;
                
                BOOST_REVERSE_FOREACH(CBlockIndex *pindex, vToFetch) {