netfilter: fix memory leaks on netlink_dump_start error

Shaochun Chen points out we leak dumper filter state allocations
stored in dump_control->data in case there is an error before netlink sets
cb_running (after which ->done will be called at some point).

In order to fix this, add .start functions and move allocations there.

Same pattern as used in commit 90fd131a


("netfilter: nf_tables: move dumper state allocation into ->start").

Reported-by: shaochun chen <cscnull@gmail.com>
Signed-off-by: Florian Westphal <fw@strlen.de>
Signed-off-by: Pablo Neira Ayuso <pablo@netfilter.org>