cpupower: bench: parse.c: fix several resource leaks

The error handling in prepare_output has several issues with
resource leaks.  Ensure that filename is free'd and the directory
stream DIR is closed before returning.

Signed-off-by: Colin Ian King <colin.king@canonical.com>
Signed-off-by: Thomas Renninger <trenn@suse.com>
Signed-off-by: Rafael J. Wysocki <rafael.j.wysocki@intel.com>