The refactoring of handle_set_reg missed the fact we previously had
responded with an empty packet when we were not using XML based
protocols. This broke the fallback behaviour for architectures that
don't have registers defined in QEMU's gdb-xml directory.

Revert to the previous behaviour and clean up the commentary for what
is going on.

Fixes: 62b3320b
Signed-off-by: Alex Bennée <alex.bennee@linaro.org>
Tested-by: Mark Cave-Ayland <mark.cave-ayland@ilande.co.uk>
Reviewed-by: Philippe Mathieu-Daudé <philmd@redhat.com>
Reviewed-by: Richard Henderson <richard.henderson@linaro.org>
Cc: Jon Doron <arilou@gmail.com>