Set err to -ENOMEM if kzalloc fails instead of 0.

Fixes: 75973853 ("IB/mlx5: Enable subscription for device events over DEVX")
Link: https://lore.kernel.org/r/20210222122343.19720-1-yuehaibing@huawei.comSigned-off-by: YueHaibing <yuehaibing@huawei.com>
Acked-by: Leon Romanovsky <leonro@nvidia.com>
Signed-off-by: Jason Gunthorpe <jgg@nvidia.com>