Potential memory leak: lock not removed from proxies when the lock is destroyed [API-2129]

Creating for visibility in case people think this is worth taking forward.

When you `destroy` a lock that lock is not removed `CPProxyManager._lock_proxies` resulting in a potential memory leak in long running clients that may otherwise destroy a number of locks. Obviously, usual caveats around such destruction.

```python
lock = client.cp_subsystem.get_lock("my-distributed-lock").blocking()
fence = lock.lock()
try:
# do something here
pass
finally:
lock.unlock()

lock.destroy() # <-- the lock proxy is not removed from internal proxy data structure
```