x86/msr: Remove bogus cleanup from the error path

The error cleanup which is invoked when the hotplug state setup failed
tries to remove the failed state, which is broken.

Fixes: 8fba38c9

 ("x86/msr: Convert to hotplug state machine")
Reported-by: kernel test robot <fengguang.wu@intel.com>
Signed-off-by: Thomas Gleixner <tglx@linutronix.de>
Cc: Sebastian Siewior <bigeasy@linutronix.de>