net: genl: fix error path memory leak in policy dumping

If construction of the array of policies fails when recording
non-first policy we need to unwind.

netlink_policy_dump_add_policy() itself also needs fixing as
it currently gives up on error without recording the allocated
pointer in the pstate pointer.

Reported-by:  <syzbot+dc54d9ba8153b216cae0@syzkaller.appspotmail.com>
Fixes: 50a896cf

 ("genetlink: properly support per-op policy dumping")
Link: https://lore.kernel.org/r/20220816161939.577583-1-kuba@kernel.org
Signed-off-by: Jakub Kicinski <kuba@kernel.org>