tests: Remove now-unnecessary manual Unload's

Summary:
These manual calls to Unload() are no longer necessary because
CBlockIndex's no longer live in the heap as of the previous commit.

This is a partial backport of core#24050
https://github.com/bitcoin/bitcoin/pull/24050/commits/531dce034718523967808a89c18ba69a1e3e5a1f

Depends on D12991

Test Plan: ninja all check-all

Reviewers: #bitcoin_abc, Fabien

Reviewed By: #bitcoin_abc, Fabien

Differential Revision: https://reviews.bitcoinabc.org/D12992