Fix late opening of output file

For 'openssl dhparams', the output file was opened after calculations
were made, which is a waste of cycles and time if the output file
turns out not to be writable.

Fixes #3404

Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/6051)

(cherry picked from commit 10b37541)