RDMA/nldev: Set error code in rdma_nl_notify_event

In case of error set the error code before the goto.

Fixes: 6ff57a2e ("RDMA/nldev: Fix NULL pointer dereferences issue in rdma_nl_notify_event")
Reported-by: Dan Carpenter <dan.carpenter@linaro.org>
Closes: https://lore.kernel.org/linux-rdma/a84a2fc3-33b6-46da-a1bd-3343fa07eaf9@stanley.mountain/


Signed-off-by: Chiara Meiohas <cmeiohas@nvidia.com>
Reviewed-by: Maher Sanalla <msanalla@nvidia.com>
Link: https://patch.msgid.link/13eb25961923f5de9eb9ecbbc94e26113d6049ef.1733815944.git.leonro@nvidia.com


Reviewed-by: Kalesh AP <kalesh-anakkur.purayil@broadcom.com>
Signed-off-by: Leon Romanovsky <leon@kernel.org>