If we can't open the GeoIP database, close and unlink the map file.

We can't write out the full map file, and we return an error, so just
get rid of the file.

Fixes Coverity CID 1256521.

Change-Id: Ieee078f760c035d65b2fce199ea472ba915be9c6
Reviewed-on: https://code.wireshark.org/review/6090
Reviewed-by: Guy Harris <guy@alum.mit.edu>