The real purpose is that we set the socket options before bind().
For that, we need to be able to specify the flag during nl_socket_new().

Another reason is that these are common questions to ponder while
creating a netlink socket. There shouldn't be several setter functions,
just specify the flag right away. These parameters are not going to
change afterwards (at least, we don't need/use that and we don't have
API for that either).