Not destroying the windows, caused a leak in checkkeys when
exiting by clicking somewhere in the window:
Allocation 0: 8 bytes
0x7f46f56d2fe8: SDL_realloc_REAL+0x3d
0x7f46f565deb7: GetMouseInputSource+0x88
0x7f46f565e07b: SDL_PrivateSendMouseButton+0x56
0x7f46f565e5aa: SDL_SendMouseButton+0x44
0x7f46f57fb0a4: pointer_handle_button_common+0x1bb
0x7f46f57fb0f3: pointer_handle_button+0x41
0x7f46f5123be6: ffi_prep_go_closure+0x2c6
0x7f46f51204bf: SDL_InitSubSystem+0x19
0x7f46f512318e: ffi_call+0x12e