cfg80211: check dev_set_name() return value

syzbot reported a warning from rfkill_alloc(), and after a while
I think that the reason is that it was doing fault injection and
the dev_set_name() failed, leaving the name NULL, and we didn't
check the return value and got to rfkill_alloc() with a NULL name.
Since we really don't want a NULL name, we ought to check the
return value.

Fixes: fb28ad35 ("net: struct device - replace bus_id with dev_name(), dev_set_name()")
Reported-by:  <syzbot+1ddfb3357e1d7bb5b5d3@syzkaller.appspotmail.com>
Signed-off-by: Johannes Berg <johannes.berg@intel.com>