gdb: update the comment on string_to_event_location

The comment on string_to_event_location is (I believe) out of date.
This commit fixes the two issues I see:

  1. This function can't return NULL any more.  The implementation
  calls string_to_explicit_location which can return NULL, but if this
  is the case we then call string_to_event_location_basic, which I
  don't believe can ever return NULL.

  2. I've removed the mention that the returned string is malloc'd,
  though this is true, now that we return a managed pointer, I believe
  the source of the memory allocation is irrelevant, and so, shouldn't
  be discussed in the header comment.

There should be no user visible changes after this commit.