Fix: clean-up sessiond condig structure on initialization error

The sessiond configuration structure's initialization may fail,
leaving some fields allocated and others to NULL. On error, the
structure should be cleaned-up to prevent a leak.

This allows the rest of the code to assume that all configuration
options are not NULL.

Signed-off-by: Jérémie Galarneau <jeremie.galarneau@efficios.com>