thermal: cpu_cooling: do error handling at the bottom in __cpufreq_cooling_register()

This makes life easy and bug free. And is scalable for future resource
allocations.

Acked-by: Javi Merino <javi.merino@arm.com>
Signed-off-by: Viresh Kumar <viresh.kumar@linaro.org>
Signed-off-by: Eduardo Valentin <edubezval@gmail.com>