Fix small error on exit from embedded shells.

IPython/core/embed.py

@@ -156,6 +156,8 b' class InteractiveShellEmbed(InteractiveShell):'
         if header:
             self.old_banner2 = self.banner2
             self.banner2 = self.banner2 + '\n' + header + '\n'
+        else:
+            self.old_banner2 = ''
 
         # Call the embedding code with a stack depth of 1 so it can skip over
         # our call and get the original caller's namespaces.