tools: ynl: copy netlink error to NlError

Typing e.nl_msg.error when processing exception is a bit tedious
and counter-intuitive. Set a local .error member to the positive
value of the netlink level error.

Reviewed-by: Petr Machata <petrm@nvidia.com>
Link: https://lore.kernel.org/r/20240403023426.1762996-3-kuba@kernel.org
Signed-off-by: Jakub Kicinski <kuba@kernel.org>