pf: fix state leak

If we hit the csfailed case in pf_create_state() we may have allocated
a state, so we must also free it. While here reduce the amount of
duplicated cleanup code.

MFC after: 2 weeks
Sponsored by: Rubicon Communications, LLC ("Netgate")
Differential Revision: https://reviews.freebsd.org/D41772

(cherry picked from commit b6ce41118bb11d3db86eae8fbebc8c198e8b330d)