Add ifindex to dump request when filtering by device. If the kernel
supports it adding the index to the request limits the amount of data
the kernel pushes to userpsace.

The feature exists in userspace already, so no need to warn the user
if kernel side support does not exist. Using the kernel side filter
makes the request more efficient.
Signed-off-by: David Ahern <dsa@cumulusnetworks.com>