Motivation / Problem

GCC sanitizer complained when I pressed "Search LAN games". I don't like it when it does that!

Description

Every outgoing connection, either TCP or UDP, triggered
NetworkInitialize(), which triggered NetworkUDPInitialize() which
first closes all connections.

Now the problem was that "Search LAN games" found a server, added
it to the list, after which (over TCP) it quries the server. This
closes all UDP sockets (as that makes sense, I guess?), while the
UDP was still reading from it.

Solve this by simply stop initializing UDP every time we make an
outgoing TCP connection; instead only do it on start-up.

In general, this code is just weird .. seems overly pedantic what it is doing .. but I didn't want to go down the rabbit hole too much, so I just patched what I saw on the surface :)

Limitations

Checklist for review

Some things are not automated, and forgotten often. This list is a reminder for the reviewers.

• The bug fix is important enough to be backported? (label: 'backport requested')
• This PR affects the save game format? (label 'savegame upgrade')
• This PR affects the GS/AI API? (label 'needs review: Script API')
  • ai_changelog.hpp, gs_changelog.hpp need updating.
  • The compatibility wrappers (compat_*.nut) need updating.
• This PR affects the NewGRF API? (label 'needs review: NewGRF')
  • newgrf_debug_data.h may need updating.
  • PR must be added to API tracker