netlink: fix policy dump leak

If userspace doesn't complete the policy dump, we leak the
allocated state. Fix this.

Fixes: d07dcf9a ("netlink: add infrastructure to expose policies to userspace")
Signed-off-by: Johannes Berg <johannes.berg@intel.com>
Reviewed-by: Jakub Kicinski <kuba@kernel.org>
Signed-off-by: David S. Miller <davem@davemloft.net>