Transient files and wait events get normally cleaned up when seeing an
exception (be it in the context of a transaction for a backend or
another process like the checkpointer), hence there is little point in
complicating error code paths to do this work.  This shaves a bit of
code, and removes some extra handling with errno which needed to be
preserved during the cleanup steps done.

Reported-by: Masahiko Sawada
Author: Michael Paquier
Reviewed-by: Tom Lane, Masahiko Sawada
Discussion: https://postgr.es/m/CAD21AoDhHYVq5KkXfkaHhmjA-zJYj-e4teiRAJefvXuKJz1tKQ@mail.gmail.com