pf: fix potential memory leaks in pf_create_state()

If we fail to init TCP (or SCTP) initialization we have to remember to free
state keys as well. They will not be freed for us when we free the state until
we've inserted the state (i.e. pf_insert_state()).

Sponsored by: Rubicon Communications, LLC ("Netgate")
Differential Revision: https://reviews.freebsd.org/D46583