If we can't allocate a DLT_ list, fail.

If we can't allocate a DLT_ list, fail.

Some code already was doing that (for example, pcap-bpf.c if fetching
the DLT list with an ioctl), and, if you can't allocate a DLT_ list,
which is usually pretty small, you may have other memory allocation
problems later, so letting the program open an interface (and not get a
correct list of all link-layer types supported) may not be worth it.