Free each SASL message after sending it. It's not a lot of wasted memory,
and it's short-lived, but the authentication code in general tries to
pfree() stuff, so let's follow the example.

Adding the pfree() revealed a little bug in build_server_first_message().
It attempts to keeps a copy of the sent message, but it was missing a
pstrdup(), so the pointer started to dangle, after adding the pfree()
into CheckSCRAMAuth().

Reword comments and debug messages slightly, while we're at it.

Reviewed by Michael Paquier.

Discussion: https://www.postgresql.org/message-id/6490b975-5ee1-6280-ac1d-af975b19fb9a@iki.fi