dd: unify error handling in save_binary_file()

- and add a comment to stop misleading people

- the inconsistency were introduced in the recent dd_sanitize patch
  (cc2e4db36f25c32a118e2c4b06c719d636c3196f)
- thanks to Denys

- related to trac#927

Signed-off-by: Jakub Filak <jfilak@redhat.com>