Fix a minor memory leak when there is an error opening a /dev/sg device.

Fixes: cc833acb ("sg: O_EXCL and other lock handling")
Cc: <stable@vger.kernel.org>
Reviewed-by: Ewan D. Milne <emilne@redhat.com>
Signed-off-by: Tony Battersby <tonyb@cybernetics.com>
Reviewed-by: Bart Van Assche <bart.vanassche@wdc.com>
Signed-off-by: Martin K. Petersen <martin.petersen@oracle.com>