CLI prints error and dumps on Ctrl-C

**Describe the problem**

ran `cockroach start-single-node` and then hit Ctrl-C

Everytime it runs it leaves behind the following in the running directory:
- inflight_trace_dump
- heap_profiler
- pprof_dump
- heap_profiler
- goroutine_dump

And prints an error on stderr:

```
E240123 08:58:48.472333 2590 sql/sqlstats/persistedsqlstats/flush.go:84 [T1,n1,server drain process,call-graceful-drain] 4 encountered an error at flush, checking for statement statistics size limit: fetch-stmt-count: cannot acquire lease when draining
E240123 08:58:48.473924 3284 kv/kvserver/queue.go:1142 [T1,n1,split,s1,r64/1:/{Table/104-Max}] 5 unable to split [n1,s1,r64/1:/{Table/104-Max}] at key /Table/105: split at key /Table/105 failed: failed to send RPC: sending to all replicas failed; last error: node unavailable; try another peer
*
* INFO: interrupted
*
ERROR: interrupted
Failed running "start-single-node"
```

**To Reproduce**

```
cockroach start-single-node --insecure --store=type=mem,size=0.25 --advertise-addr=localhost --logtostderr=ERROR --background
```
**Expected behavior**

Shutdown gracefully and keep the working dir clean.

**Additional context**

MacOs 12.7.2
cockroach version details:
Build Tag: v23.1.13
Build Time: 2023/12/01 21:57:15
Distribution: CCL
Platform: darwin amd64 (x86_64-apple-darwin19)
Go Version: go1.19.13
C Compiler: Clang 10.0.0
Build Commit ID: 8d065df26e25a762a1abbbf2b1e475456b341a00
Build Type: release
Enabled Assertions: false

Jira issue: CRDB-35568