zfs-dkms: fix shell-init error message

If all zfs dkms modules have been removed, a shell-init error message
may appear, because /var/lib/dkms/zfs does no longer exist.
Resolve this by leaving the directory earlier on.

Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Signed-off-by: Mart Frauenlob <AllKind@fastest.cc>
Closes #15576