thermal: return an error on failure to register thermal class

The return code from the registration of the thermal class is used to
unallocate resources, but this failure isn't passed back to the caller of
thermal_init.  Return this failure back to the caller.

This bug was introduced in changeset 4cb18728 which overwrote the return code
when the variable was re-used to catch the return code of the registration of
the genetlink thermal socket family.

Signed-off-by: Richard Guy Briggs <rbriggs@redhat.com>
Signed-off-by: Zhang Rui <rui.zhang@intel.com>