dl dlopen: free resources upon error

Ensure to take the right path out upon errors (that will free any
pending resources).

This was Coverity CID 1288086

opal/mca/dl/dlopen/dl_dlopen_module.c

@@ -166,7 +166,8 @@ static int dlopen_foreachfile(const char *search_path,
 
         dp = opendir(dirs[i]);
         if (NULL == dp) {
-            return OPAL_ERR_IN_ERRNO;
+            ret = OPAL_ERR_IN_ERRNO;
+            goto error;
         }
 
         struct dirent *de;