Fix the error handling in ERR_get_state:

- Ignoring the return code of ossl_init_thread_start created a memory leak.

Reviewed-by: Richard Levitte <levitte@openssl.org>
Reviewed-by: Rich Salz <rsalz@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/3712)
(cherry picked from commit af6de400)