perf record: Fix error paths

Some error paths do not tidy-up. Fix that.

Signed-off-by: Adrian Hunter <adrian.hunter@intel.com>
Cc: Jiri Olsa <jolsa@redhat.com>
Cc: Masami Hiramatsu <mhiramat@kernel.org>
Cc: Mathieu Poirier <mathieu.poirier@linaro.org>
Link: http://lkml.kernel.org/r/1474641528-18776-6-git-send-email-adrian.hunter@intel.com


Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>