Shutdown is blocked if called before gettxoutsetinfo is finished 

Ported from https://github.com/bitcoin/bitcoin/issues/13217.

Steps to reproduce:
1) Open QT console.
2) Run gettxoutsetinfo.
3) Exit the debug window (no blocking) -> exit the program (will block).

This is what is shown on Windows (10) for several minutes:
[https://i.imgur.com/AyexgkC.png](https://i.imgur.com/AyexgkC.png)
