perf test: Fix memory leaks on event-times error paths

These error paths occur without sufficient permissions. Fix the memory
leaks to make leak sanitizer happier.

Signed-off-by: Ian Rogers <irogers@google.com>
Link: https://lore.kernel.org/r/20241001052327.7052-3-irogers@google.com


Signed-off-by: Namhyung Kim <namhyung@kernel.org>