wg: fix a number of issues with module load failure handling

If MOD_LOAD fails, then MOD_UNLOAD will be called to unwind module
state, but wg_module_init() will have already deinitialized everything
it needs to in a manner that renders it unsafe to call MOD_UNLOAD
after (e.g., freed zone not reset to NULL, wg_osd_jail_slot not reset
to 0). Let's simply stop trying to handle freeing everything in
wg_module_init() to simplify it; let the subsequent MOD_UNLOAD deal with
it, and let's make that robust against partially-constructed state.

jhb@ notes that MOD_UNLOAD being called if MOD_LOAD fails is kind of an
anomaly that doesn't match other paradigms in the kernel; e.g., if
device_attach() fails, we don't invoke device_detach(). It's likely
that a future commit will revert this and instead stop calling
MOD_UNLOAD if MOD_LOAD fails, expecting modules to clean up after
themselves in MOD_LOAD upon failure. Some other modules already do this
and may see similar problems to the wg module (see: carp). The proper
fix is decidedly a bit too invasive to do this close to 14 branching,
and it requires auditing all kmods (base + ports) for potential leaks.

PR: 272089
Reviewed by: emaste
MFC after: 3 days
Differential Revision: https://reviews.freebsd.org/D40708