migration: Replace migrate_set_error() with migrate_error_propagate()

migrate_set_error() currently doesn't take ownership of the error being
passed in.  It's not aligned with the error API and meanwhile it also
makes most of the caller free the error explicitly.

Change the API to take the ownership of the Error object instead.  This
should save a lot of error_copy() invocations.

Reviewed-by: Markus Armbruster <armbru@redhat.com>
Link: https://lore.kernel.org/r/20251201194510.1121221-8-peterx@redhat.com
[peterx: break line for qemu_savevm_send_packaged, per markus]
Signed-off-by: Peter Xu <peterx@redhat.com>