Simplify some ERROR paths clearing wait events and transient files

Simplify some ERROR paths clearing wait events and transient files

Transient files and wait events get normally cleaned up when seeing an
exception (be it in the context of a transaction for a backend or
another process like the checkpointer), hence there is little point in
complicating error code paths to do this work.  This shaves a bit of
code, and removes some extra handling with errno which needed to be
preserved during the cleanup steps done.

Reported-by: Masahiko Sawada
Author: Michael Paquier
Reviewed-by: Tom Lane, Masahiko Sawada
Discussion: https://postgr.es/m/CAD21AoDhHYVq5KkXfkaHhmjA-zJYj-e4teiRAJefvXuKJz1tKQ@mail.gmail.com