libzpool: set_global_var: refactor to not modify 'arg'

Also fixes leak of the dlopen handle in the error case.

Reviewed-by: Matthew Ahrens <mahrens@delphix.com>
Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Reviewed-by: Pavel Zakharov <pavel.zakharov@delphix.com>
Signed-off-by: Christian Schwarz <me@cschwarz.com>
Closes #11602