The err variable wasn't set with the correct error value in some cases.

Fixes: 47605df9 ('mlx4: Modify proxy/tunnel QP mechanism [..]')
Signed-off-by: NNoa Osherovich <noaos@mellanox.com>
Signed-off-by: NOr Gerlitz <ogerlitz@mellanox.com>
Signed-off-by: NDavid S. Miller <davem@davemloft.net>