nl80211: Fix memory leaks

In case of errors during message composing msg should be freed after canceling.

Signed-off-by: Yuri Kululin <ext-yuri.kululin@nokia.com>
Signed-off-by: Yuri Ershov <ext-yuri.ershov@nokia.com>
Signed-off-by: John W. Linville <linville@tuxdriver.com>