Fix a memory leak in _msi.c (GH-4127) (#4308)

(cherry picked from commit cb04f7518292108d68e5ba4c685ca2bf2da18eab)
diff --git a/PC/_msi.c b/PC/_msi.c
index d56b5d1..d7700f0 100644
--- a/PC/_msi.c
+++ b/PC/_msi.c
@@ -271,6 +271,7 @@
 {
     MsiCloseHandle(msidb->h);
     msidb->h = 0;
+    PyObject_Del(msidb);
 }
 
 static PyObject*