This reverts part of commit 84e0c799 to get
correct ZMQ_HWM semantics with XREQ sockets:

When sending a message to an XREQ socket, the underlying pipe is selected in
a round-robin fashion. If an underlying pipe is full it is skipped. If there
are no underlying pipes, or all underlying pipes are full then zmq_send()
shall block or return EAGAIN, depending on whether or not the call is blocking.
Messages are never dropped.