migration: Remove redundant state change

If local_err is set, migration_connect_error_propagate() will be
called and that function already has a state transition from SETUP to
FAILED.

Reviewed-by: Peter Xu <peterx@redhat.com>
Link: https://lore.kernel.org/qemu-devel/20260123141656.6765-2-farosas@suse.de
Signed-off-by: Fabiano Rosas <farosas@suse.de>
1 file changed