migration: Only go to the iterate stage if there is anything to send

Signed-off-by: Orit Wasserman <owasserm@redhat.com>
Signed-off-by: Juan Quintela <quintela@redhat.com>

Reviewed-by: Reviewed-by: Eric Blake <eblake@redhat.com>
Reviewed-by: Paolo Bonzini <pbonzini@redhat.com>