Solution: fix it.

The documentation first states that the ZMQ_SNDMORE flag is ignored on
data frames. Then it states that omitting the ZMQ_SNDMORE flag has
consequences. The example HTTP server code further muddies the situation
with a similar comment.

The implementation of ZMQ_STREAM only accepts two-part messages.
The first part is an identity frame while the second and last part is
the data frame.

As with any multipart message, all parts except the last need the
ZMQ_SNDMORE flag. The second and last part would normally omit the
ZMQ_SNDMORE flag to mark the end of the multipart message.

However, the ZMQ_STREAM implementation ignores the ZMQ_SNDMORE flag on
the data frame rather than requiring that it be omitted. The latter
behaviour would have been more consistent with the other ZeroMQ
sockets.