selftests: userspace pm: avoid relaunching pm events

'make_connection' is launched twice: once for IPv4, once for IPv6.

But then, the "pm_nl_ctl events" was launched a first time, killed, then
relaunched after for no particular reason.

We can then move this code, and the generation of the temp file to
exchange, to the init part, and remove extra conditions that no longer
needed.

Reviewed-by: Mat Martineau <martineau@kernel.org>
Signed-off-by: Matthieu Baerts (NGI0) <matttbe@kernel.org>
Link: https://lore.kernel.org/r/20240306-upstream-net-next-20240304-selftests-mptcp-shared-code-shellcheck-v2-12-bc79e6e5e6a0@kernel.org
Signed-off-by: Jakub Kicinski <kuba@kernel.org>