migration/rdma: Replace dangerous macro CHECK_ERROR_STATE()

Hiding return statements in macros is a bad idea.  Use a function
instead, and open code the return part.

Signed-off-by: Markus Armbruster <armbru@redhat.com>
Reviewed-by: Fabiano Rosas <farosas@suse.de>
Reviewed-by: Li Zhijian <lizhijian@fujitsu.com>
Reviewed-by: Juan Quintela <quintela@redhat.com>
Signed-off-by: Juan Quintela <quintela@redhat.com>
Message-ID: <20230928132019.2544702-20-armbru@redhat.com>