perf tools: Fix memory leak on error

cppcheck reported:
[util/event.c:480]: (error) Memory leak: event

Signed-off-by: Thomas Jarosch <thomas.jarosch@intra2net.com>
Link: http://lkml.kernel.org/r/2717013.8dV0naNhAV@storm
Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>