http: do not rely on the 'agentRemove' event

Do not use the `'agentRemove'` event to null `socket._httpMessage` as
that event is public and can be used to not keep a request in the agent.

Backport-PR-URL: https://github.com/nodejs/node/pull/20786
PR-URL: https://github.com/nodejs/node/pull/20786
Fixes: https://github.com/nodejs/node/issues/20690


Reviewed-By: Ruben Bridgewater <ruben@bridgewater.de>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Trivikram Kamat <trivikr.dev@gmail.com>
Reviewed-By: Anatoli Papirovski <apapirovski@mac.com>