Next patch will add ZONE_ID set support which will need similar
error unwind (put operation) as conntrack labels.

Prepare for this: remove the 'label_got' boolean in favor
of a switch statement that can be extended in next patch.

As we already have that in the set_destroy function place that in
a separate function and call it from the set init function.
Signed-off-by: Florian Westphal <fw@strlen.de>
Signed-off-by: Pablo Neira Ayuso <pablo@netfilter.org>