octeontx2-af: fix memory leak of lmac and lmac->name

Currently the error return paths don't kfree lmac and lmac->name
leading to some memory leaks.  Fix this by adding two error return
paths that kfree these objects

Addresses-Coverity: ("Resource leak")
Fixes: 1463f382

 ("octeontx2-af: Add support for CGX link management")
Signed-off-by: Colin Ian King <colin.king@canonical.com>
Link: https://lore.kernel.org/r/20210107123916.189748-1-colin.king@canonical.com
Signed-off-by: Jakub Kicinski <kuba@kernel.org>