Since kernel commit a4176a9391868bfa87705bcd2e3b49e9b9dd2996 (net:
reject creation of netdev names with colons), kernel rejects any
colons in the interface name.

Since kernel could get away with tightening up the check, we can
too.

The user anyway can not choose arbitrary interface names, like
"all", "default", "bonding_masters" are all going to fail one
way or another.