COMPAT: free parser memory at close() for non-refcnt gc
relying on ``__dealloc__`` to clean up ``malloc()``ed memory can lead to a perceived "leak" on PyPy since the garbage collector will not necessarily collect the object as soon as its ``refcnt`` reaches 0. 

Instead, pre-emptively release memory when ``close()`` is called

The code still maintains backward compatibility for the case where ``close()`` is never called
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15665?src=pr&el=h1) Report
> Merging [#15665](https://codecov.io/gh/pandas-dev/pandas/pull/15665?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e0b37f9bb40e2d27629c573bb985d75360282cd4?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `n/a`.


```diff
@@            Coverage Diff             @@
##           master   #15665      +/-   ##
==========================================
- Coverage   91.03%   91.01%   -0.03%     
==========================================
  Files         143      143              
  Lines       49382    49382              
==========================================
- Hits        44956    44945      -11     
- Misses       4426     4437      +11
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15665?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/e0b37f9bb40e2d27629c573bb985d75360282cd4...eaf50fef5e76607047e777826748362861be8b48?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :x: |
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/e0b37f9bb40e2d27629c573bb985d75360282cd4...eaf50fef5e76607047e777826748362861be8b48?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `93.61% <0%> (-0.34%)` | :x: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/e0b37f9bb40e2d27629c573bb985d75360282cd4...eaf50fef5e76607047e777826748362861be8b48?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.87% <0%> (-0.1%)` | :x: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15665?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15665?src=pr&el=footer). Last update [e0b37f9...eaf50fe](https://codecov.io/gh/pandas-dev/pandas/compare/e0b37f9bb40e2d27629c573bb985d75360282cd4...eaf50fef5e76607047e777826748362861be8b48?src=pr&el=footer&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). @mattip seems reasonable.

@gfyoung any comments? LGTM! thanks!