net/mlx5: Return EOPNOTSUPP when failing to get steering name-space

When we fail to retrieve a hardware steering name-space, the returned error
code should say that this operation is not supported. Align the various
places in the driver where this call is made to this convention.

Also, make sure to warn when we fail to retrieve a SW (ANCHOR) name-space.

Signed-off-by: Or Gerlitz <ogerlitz@mellanox.com>
Reviewed-by: Matan Barak <matanb@mellanox.com>
Signed-off-by: Saeed Mahameed <saeedm@mellanox.com>