Like "rawio", "sgio" is only allowed for block disk of device
type "lun".

It doesn't default disk->sgio to "filtered" when parsing, as
it won't be able to distinguish explicitly requested "filtered"
and a default "filtered" in driver then. We have to error out for
explicit request when the kernel doesn't support the new sysfs
knob "unpriv_sgio", however, for defaulted "filtered", we can
just ignore it if the kernel doesn't support "unpriv_sgio".