Prevented having an orphan option

| Q                   | A
| ------------------- | ---
| Bug fix?            | yes
| New feature?        | no
| BC breaks?          | no
| Tests pass?         | yes
| Scenarios pass?     | yes
| Checkstyle issues?  | no
| Changelog updated?  | no
| Fixed tickets       |
| Doc PR              |

We have an issue on test-dev during option import that raises the following error:
```
PHP Fatal error:  Call to a member function getCode() on a non-object in /home/demo/git/pim/src/Pim/Bundle/CatalogBundle/Entity/AttributeOption.php on line 109
```

This PR won't fix it, but we will know where the option creation without attribute happens