Because of die() at perf_parse_file() a config set was freed in
collect_config(), if failed.  But it is natural to free a config set
after collect_config() is done when some problems happened.

So, in case of failure, lastly free a config set at perf_config_set__new()
instead of freeing the config set in collect_config().
Signed-off-by: Taeung Song <treeze.taeung@gmail.com>
Cc: Alexander Shishkin <alexander.shishkin@linux.intel.com>
Cc: Jiri Olsa <jolsa@kernel.org>
Cc: Masami Hiramatsu <mhiramat@kernel.org>
Cc: Namhyung Kim <namhyung@kernel.org>
Cc: Peter Zijlstra <peterz@infradead.org>
Link: http://lkml.kernel.org/r/1465291577-20973-2-git-send-email-treeze.taeung@gmail.comSigned-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>