Give a better error if an attempt is made to set a zero length groups list

Previously we indicated this as a malloc failure which isn't very
helpful.

Reviewed-by: Kurt Roeckx <kurt@roeckx.be>
(Merged from https://github.com/openssl/openssl/pull/7479)

(cherry picked from commit 680bd131b69d57e891888ab70d300176a5a16617)