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
```

bool fMissingData = !(pindexTest->nStatus & BLOCK_HAVE_DATA);
            if (fFailedChain || fMissingData) {
                
                if (fFailedChain && (pindexBestInvalid == NULL || pindexNew->nChainWork > pindexBestInvalid->nChainWork))
                    pindexBestInvalid = pindexNew;
                CBlockIndex *pindexFailed = pindexNew;
                
                while (pindexTest != pindexFailed) {
                    if (fFailedChain) {
                        pindexFailed->nStatus |= BLOCK_FAILED_CHILD;
                    } else if (fMissingData) {
                        
                        
                        
                        mapBlocksUnlinked.insert(std::make_pair(pindexFailed->pprev, pindexFailed));
                    }
                    setBlockIndexCandidates.erase(pindexFailed);
                    pindexFailed = pindexFailed->pprev;
                }
                setBlockIndexCandidates.erase(pindexTest);
                fInvalidAncestor = true;
                break;
            }
            pindexTest = pindexTest->pprev;
        }
        if (!fInvalidAncestor)
            return pindexNew;
    } while(true);
}
static void PruneBlockIndexCandidates() {