Fix a bunch of memory leaks, after enabling file+line-number memory leak tracking for the MS Debug CRT.

Few of these were serious, most were on-exit, but good to have a cleaner memory report after running.

Core/FileSystems/ISOFileSystem.cpp

@@ -287,10 +287,13 @@ void ISOFileSystem::ReadDirectory(u32 startsector, u32 dirsize, TreeEntry *root,
 					if (!restrictTree.empty())
 						doRecurse = level < restrictTree.size() && restrictTree[level] == e->name;
 
-					if (doRecurse)
+					if (doRecurse) {
 						ReadDirectory(dir.firstDataSector(), dir.dataLength(), e, level + 1);
-					else
+					} else {
+						// The entry is not kept, must free it.
+						delete e;
 						continue;
+					}
 				}
 			}
 			root->children.push_back(e);