Improve ZMQ functional test
Summary:
[...], this PR only improves: - test comments; - simplicity by removing duplicate tests; - also removes duplicate code.
Backport of core PR11452
https://github.com/bitcoin/bitcoin/pull/11452/files
Test Plan:
./test/functional/test_runner.py interface_zmq
Reviewers: #bitcoin_abc, deadalnix
Reviewed By: #bitcoin_abc, deadalnix
Differential Revision: https://reviews.bitcoinabc.org/D3179