if_ovpn: Assert that udp_set_kernel_tunneling() succeeds

We do this elsewhere, so copy the pattern here.

Reviewed by: kp
MFC after: 2 weeks
Sponsored by: Stormshield
Sponsored by: Klara, Inc.
Differential Revision: https://reviews.freebsd.org/D51496

(cherry picked from commit a7dfc570f2747668b2fdd8fde6e1954fcedb2378)