Commit 5d8fae79 ("dfu: avoid memory leak") brings a regression which
described below. This patch is effectively reverting that commit, adding
corresponding comment to avoid such regressions in future.

In case of error in dfu_config_entities(), it frees "dfu" array, which
leads to "data abort" in dfu_free_entities(), which tries to free the
same array (and even tries to access it from linked list first). The
issue occurs e.g. when partition table on device does not match
$dfu_alt_info layout:

    => dfu 0 mmc 1
    Couldn't find part #2 on mmc device #1
    DFU entities configuration failed!
    data abort

To fix this issue, do not free "dfu" array in dfu_config_entities(). It
will be freed later in dfu_free_entities().

Tested on BeagleBone Black (where this regression was originally found).

Signed-off-by: Sam Protsenko <semen.protsenko@linaro.org>