cmd/go/internal/load: use setLoadPackageDataError in loadImport

This makes the error handling in loadImport somewhat more uniform,
with no discernable effect on reported errors.

Noticed in CL 303869.

Updates #36087
Updates #38034

This somewhat simplifies the code, with no discernable effect on

Change-Id: I30521f658f264d6f99d1844d6701269bbb372246
Reviewed-on: https://go-review.googlesource.com/c/go/+/304069


Trust: Bryan C. Mills <bcmills@google.com>
Run-TryBot: Bryan C. Mills <bcmills@google.com>
Reviewed-by: Michael Matloob <matloob@golang.org>
Reviewed-by: Jay Conrod <jayconrod@google.com>