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
```

pindexIter->nDataPos = 0;
            pindexIter->nUndoPos = 0;
            
            pindexIter->nTx = 0;
            pindexIter->nChainTx = 0;
            pindexIter->nSequenceId = 0;
            
            setDirtyBlockIndex.insert(pindexIter);
            
            setBlockIndexCandidates.erase(pindexIter);
            std::pair<std::multimap<CBlockIndex*, CBlockIndex*>::iterator, std::multimap<CBlockIndex*, CBlockIndex*>::iterator> ret = mapBlocksUnlinked.equal_range(pindexIter->pprev);
            while (ret.first != ret.second) {
                if (ret.first->second == pindexIter) {
                    mapBlocksUnlinked.erase(ret.first++);
                } else {
                    ++ret.first;
                }
            }
        } else if (pindexIter->IsValid(BLOCK_VALID_TRANSACTIONS) && pindexIter->nChainTx) {
            setBlockIndexCandidates.insert(pindexIter);
        }
    }
    PruneBlockIndexCandidates();
    CheckBlockIndex(params.GetConsensus());
    if (!FlushStateToDisk(state, FLUSH_STATE_ALWAYS)) {
        return false;
    }
    return true;
}
void UnloadBlockIndex()