dgram,test: add addMembership/dropMembership tests

The only tests for `addMembership()` and `dropMembership()` (from the
`dgram` module) were in `test/internet` which means they almost never
get run. This adds checks in `test/parallel`.

PR-URL: https://github.com/nodejs/node/pull/6753


Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Ben Noordhuis <info@bnoordhuis.nl>