This failure happens only when main.variables_debug is run just before it:

./mtr main.variables_debug maria.maria-autozerofill --valgrind

variables_debug does this near the end:

--echo # Test 5 - Different trace files
SET SESSION debug_dbug= '+O,../../log/bug46165.5.trace';
SET SESSION debug_dbug= '+O,../../log/bug46165.6.trace';
SET SESSION debug_dbug= '-O';

And then when maria-autozerofill restarts the server as part of the test, it
shows this leak:

==13746== 568 bytes in 1 blocks are still reachable in loss record 3 of 3
==13746== at 0x4C2779D: malloc (in /usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==13746== by 0x60A634A: __fopen_internal (iofopen.c:76)
==13746== by 0xB3873A: DBUGOpenFile.isra.4 (dbug.c:1880)
==13746== by 0xB3A761: DbugParse (dbug.c:574)
==13746== by 0xB3B3A4: db_set (dbug.c:778)
==13746== by 0x6B8713: Sys_var_dbug::session_update(THD*, set_var*) (sys_vars.h:639)
==13746== by 0x55148B: sys_var::update(THD*, set_var*) (set_var.cc:208)
==13746== by 0x551A59: set_var::update(THD*) (set_var.cc:672)
==13746== by 0x552108: sql_set_variables(THD*, List<set_var_base>*) (set_var.cc:576)
==13746== by 0x5D8FC3: mysql_execute_command(THD*) (sql_parse.cc:3194)
==13746== by 0x5DC2FC: mysql_parse(THD*, char*, unsigned int, Parser_state*) (sql_parse.cc:5728)
==13746== by 0x5DD943: dispatch_command(enum_server_command, THD*, char*, unsigned int) (sql_parse.cc:1054)
==13746== by 0x5DE120: do_command(THD*) (sql_parse.cc:793)
==13746== by 0x6A2C4E: do_handle_one_connection(THD*) (sql_connect.cc:1252)
==13746== by 0x6A2D30: handle_one_connection (sql_connect.cc:1167)
==13746== by 0xACA737: pfs_spawn_thread (pfs.cc:1015)

Somehow, DBUGCloseFile() seems to not be called, or at least not to work
properly in this case. It's supposed to be called from FreeState().