Don't test the collected system errors when configured to not have them

Config options 'no-err' and 'no-autoerrinit'

Reviewed-by: Matt Caswell <matt@openssl.org>
Reviewed-by: Tim Hudson <tjh@openssl.org>
Reviewed-by: Matthias St. Pierre <Matthias.St.Pierre@ncp-e.com>
(Merged from https://github.com/openssl/openssl/pull/7711)

(cherry picked from commit f1d49ed9)