The gateway fix in the previous commit forwards _session_messages on
gateway session teardown. The CLI exit cleanup path had the same bug:
it read getattr(agent, 'conversation_history', None) or [] — but AIAgent
has no conversation_history attribute, so providers always received [].
Switch to _session_messages (same attribute the gateway now uses),
guarded by isinstance(..., list) to preserve the no-arg fallback for
MagicMock-based CLI test stubs.
Adds tests/cli/test_cli_shutdown_memory_messages.py (4 cases mirroring
the gateway suite).
