Station info state is started in allocation, so should be
destroyed on free (it's just a timer); rate control must
be freed if anything afterwards fails to initialize.

LED exit should be later, no need for locking there, but
it needs to be done also when rate init failed.

Also clean up the code by moving a label so the locking
doesn't have to be done separately.

Signed-off-by: Johannes Berg <johannes.berg@intel.com>