RDMA/mlx5: Fix memory leak in error flow for subscribe event routine

In case the second xa_insert() fails, the obj_event is not released.  Fix
the error unwind flow to free that memory to avoid a memory leak.

Fixes: 75973853

 ("IB/mlx5: Enable subscription for device events over DEVX")
Link: https://lore.kernel.org/r/1647018361-18266-1-git-send-email-lyz_cs@pku.edu.cn
Signed-off-by: Yongzhi Liu <lyz_cs@pku.edu.cn>
Signed-off-by: Jason Gunthorpe <jgg@nvidia.com>