netlink-socket: Fix handling socket allocation failure in nl_dump_start().

If nl_pool_alloc() failed, then 'dump' was not initialized at all and
further use of the dump would access uninitialized data, probably causing
a crash.

Found by inspection.

Signed-off-by: Ben Pfaff <blp@nicira.com>
Acked-by: Joe Stringer <joestringer@nicira.com>