MDEV-5217: Last_sql_error lost in parallel replication.

For some reason, the query execution code in log_event.cc call
rli->clear_error for each event (part of clear_all_errors()).
This causes a problem in parallel replication, where the
execution in one worker thread could clear the error set by
another thread, causing the SQL thread to stop but leaving no
error visible in SHOW SLAVE STATUS.

There seems to be no reason to clear the global error code
in Relay_log_info for each event execution, from code review
and from running the test suite. So remove this clearing of
the error code to make things work also in the parallel case.