Revert "Added MG_SHUTDOWN event"

This reverts commit 15a0d819ed.
There is no point in MG_SHUTDOWN. Thread that calls mg_stop() can
do the same thing.

mongoose.c

@@ -4303,7 +4303,6 @@ static void free_context(struct mg_context *ctx) {
 }
 
 void mg_stop(struct mg_context *ctx) {
-  call_user(fc(ctx), MG_SHUTDOWN);
   ctx->stop_flag = 1;
 
   // Wait until mg_fini() stops