Fix sslkeylogfile error handling logging

Fix sslkeylogfile error handling logging

When sslkeylogfile has been set but the file fails to open in an
otherwise successful connection, the log entry added to the conn
object is never printed.  Instead print the error on stderr for
increased visibility.  This is a debugging tool so using stderr
for logging is appropriate.  Also while there, remove the umask
call in the callback as it's not useful.

Issues noted by Peter Eisentraut in post-commit review, backpatch
down to 18 when support for sslkeylogfile was added

Author: Daniel Gustafsson <daniel@yesql.se>
Reported-by: Peter Eisentraut <peter@eisentraut.org>
Reviewed-by: Peter Eisentraut <peter@eisentraut.org>
Discussion: https://postgr.es/m/70450bee-cfaa-48ce-8980-fc7efcfebb03@eisentraut.org
Backpatch-through: 18