getenv() failed lookup need not set errno on VMS.

The standard does not indicate any errno values set when getenv()
simply doesn't find the requested value, which is a pretty common
occurrence.  The VMS-specific implementation of getenv() has been
setting errno in this case, which means there is often an errno
value hanging around for later unsuspecting operations.  It
particularly tends to bite people who don't read the documentation
to die() and/or don't understand how errno works (only valid after
a failed syscall).

So we now stop setting errno in this case, but leave it for a few
serious errors that should be extremely rare.