Handle MG_EV_CLOSE in examples

PUBLISHED_FROM=57c62a4123a54ecb455dbf91f3fe562fb0cf2ec2

docs/http/client_example.md

@@ -22,7 +22,9 @@ static void ev_handler(struct mg_connection *c, int ev, void *p) {
     fwrite(hm->message.p, 1, hm->message.len, stdout);
     putchar('\n');
     exit_flag = 1;
-  }
+  } else if (ev == MG_EV_CLOSE) {
+    exit_flag = 1;
+  };
 }
 
 int main(void) {