Revert "Cleanup: Delete dead code from send_merge_thread()"

This reverts commit fb823de9f due to a regression. It is in fact possible
for the range->eos_marker to be false on error.

Reviewed-by: Richard Yao <richard.yao@alumni.stonybrook.edu>
Signed-off-by: Brian Behlendorf <behlendorf1@llnl.gov>
Issue #14042
Closes #14104