netfilter: nft_ct: do cleanup work when NFTA_CT_DIRECTION is invalid

We should jump to invoke __nft_ct_set_destroy() instead of just
return error.

Fixes: edee4f1e ("netfilter: nft_ct: add zone id set support")
Signed-off-by: Liping Zhang <zlpnobody@gmail.com>
Acked-by: Florian Westphal <fw@strlen.de>
Signed-off-by: Pablo Neira Ayuso <pablo@netfilter.org>