Despite it's name it didn't actually clean-up so let us document
gdb_exit() better and use that.

Signed-off-by: Alex Bennée <alex.bennee@linaro.org>
Reviewed-by: Richard Henderson <richard.henderson@linaro.org>
Reviewed-by: Philippe Mathieu-Daudé <f4bug@amsat.org>
Message-Id: <20210108224256.2321-9-alex.bennee@linaro.org>