selftests/bpf: test_progs: Don't leak server_fd in test_sockopt_inherit

server_fd needs to be closed if pthread can't be created.

Fixes: e3e02e1d

 ("selftests/bpf: test_progs: convert test_sockopt_inherit")
Signed-off-by: Brian Vazquez <brianvv@google.com>
Signed-off-by: Daniel Borkmann <daniel@iogearbox.net>
Reviewed-by: Stanislav Fomichev <sdf@google.com>
Link: https://lore.kernel.org/bpf/20191001173728.149786-3-brianvv@google.com