Properly require --key even if defined(MANAGMENT_EXTERNAL_KEY)

Properly require --key even if defined(MANAGMENT_EXTERNAL_KEY)

When specifying --tls-client --cert ... without a --key (or --pkcs11)
option, OpenVPN should complain:
"You must define private key file (--key)...".  Ensure that this
works even when compiling with MANAGMENT_EXTERNAL_KEY.

Also fix the other instance where this logic is broken

Orginal-Patch-by: Found by Joachim Schipper <joachim.schipper@fox-it.com>
Signed-off-by: Arne Schwabe <arne@rfc2549.org>
Acked-by: Gert Doering <gert@greenie.muc.de>
Message-Id: 1353940389-31075-1-git-send-email-arne@rfc2549.org
URL: http://article.gmane.org/gmane.network.openvpn.devel/7143
Signed-off-by: David Sommerseth <davids@redhat.com>
(cherry picked from commit feca0900dd00577779ab02f2e52b41eb3dab935f)