Memory leak issue that @xluox has

@xluox

### How to reproduce

```
git clone https://github.com/xluox/gym-microrts.git --recurse-submodules
cd gym-microrts
git checkout PCG
git pull --recurse-submodules
poetry install
poetry run pip install torch==1.12.1+cu113 -f https://download.pytorch.org/whl/cu113/torch_stable.html
bash build.sh &> build.log
mv evaluation_maps gym_microrts/microrts/maps/evaluation_maps
cd experiments
poetry run python ppo_gridnet.py --max-eval-workers 0
# optionally `xvfb-run -a poetry run python ppo_gridnet.py` if in a headless server.