While propagating the errors from perf_config(), which were being
completely ignored, everything stopped working for people without a
~/.perfconfig file, because the perf_config_set__init() was considering
an error not to have a .perfconfig file, duh, fix it by checking the
errno after the failed stat() call.

It should also not return an error when it says it is ignoring the file,
and also a empty file should not return an error either.

Cc: Adrian Hunter <adrian.hunter@intel.com>
Cc: David Ahern <dsahern@gmail.com>
Cc: Jiri Olsa <jolsa@kernel.org>
Cc: Namhyung Kim <namhyung@kernel.org>
Cc: Taeung Song <treeze.taeung@gmail.com>
Cc: Wang Nan <wangnan0@huawei.com>
Fixes: 8beeb00f ("perf config: Use new perf_config_set__init() to initialize config set")
Link: http://lkml.kernel.org/n/tip-ygpbab3apbs6l8wr97xedwks@git.kernel.orgSigned-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>