New functional test coverage of tx download was added by #19988,
but `with p2p_lock` is redundant for some tests with `wait_until`
test helper, already guaranteeing test lock tacking.
This concludes backport of core#20171
https://github.com/bitcoin/bitcoin/pull/20171/commits/bc4a23008762702ffcd6868bcdb8fe2a732640ba
Depends on D18653