Fix false positive on failure

When running mckey, errors may happen in the init/connect stage.
When leaving multicast groups, we override this value.

Fix that by saving the return value from rdma_leave_multicast to different
parameter, and only in case of failure in rdma_leave_multicast override it.

MFC after: 1 week
Approved by: hselasky (mentor), kib (mentor)
Sponsored by: Mellanox Technologies