util: socketset: Add missing return

If our machine has that pipe busy, don't panic the test. (We do want it
to fail though!)

We're also more careful to check nil object just as a convenience to
help programmers.

util/socketset/socketset_test.go

@@ -114,6 +114,7 @@ func TestShutdown(t *testing.T) {
 	ss, err := NewSocketSet(0, "pipe.sock", 0)
 	if err != nil {
 		t.Errorf("could not create SocketSet: %+v", err)
+		return
 	}
 	// waitgroup for netlink receive goroutine
 	wg := &sync.WaitGroup{}