greybus: connection: clean up creation error paths

Clean up connection-creation error paths.

Tested-by: Rui Miguel Silva <rui.silva@linaro.org>
Signed-off-by: Johan Hovold <johan@hovoldconsulting.com>
Reviewed-by: Viresh Kumar <viresh.kumar@linaro.org>
Signed-off-by: Greg Kroah-Hartman <gregkh@google.com>