Fix memory leak in datadogexporter

[asweet-confluent]

Description

This change fixes a leak in the datadog exporter caused by not initializing the logger.

Memory usage before and after:

[linux-foundation-easycla]

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• ✅ login: asweet-confluent / name: Alex Sweet (dbb784a, ae6cab5, e379ec0, 71c125a)

[mx-psi]

Thanks for your PR! Before we merge this we need to run two commands:

1. make gotidy to fix the tidying issues
2. make chlog-new to create a new changelog entry

Could you do these?