iwlwifi: mvm: avoid panics with thermal device usage

Thermal zone device registration can fail, and in this case
we don't want to remove WiFi functionality. This is why the
thermal zone registration function is void, and the flows
continue even if the thermal zone device registration failed.
Same applies for the cooling device.

This means that we at least need to remember that the thermal
zone device didn't register properly and take the minimal
precautions to avoid panic'ing when we access it.

This was missing.

Signed-off-by: Emmanuel Grumbach <emmanuel.grumbach@intel.com>