cli: use cleanup macro for freeing AddAndActivateInfo

We should prefer the cleanup macors nm_auto*() because they express
ownership in code.

Also, they allow to return early without additional cleanup code.
That way we can refactor if-else blocks.

Also, in cases where we intentionally pass on the reference, we use
g_steal_pointer(), which literally spells out what happens in code.
15 jobs for th/nmcli-add-and-activate-cleanup in 50 minutes (queued for 4 seconds)
Status Job ID Name Coverage
  Test
passed #469369
allowed to fail
checkpatch

00:00:58

manual #469374
allowed to fail manual
t_centos:7.5.1804
passed #469375
t_centos:7.6.1810

00:22:18

passed #469381
t_debian:10

00:12:24

passed #469380
t_debian:9

00:14:21

passed #469383
t_debian:sid

00:37:20

manual #469382
allowed to fail manual
t_debian:testing
passed #469370
t_fedora:28

00:22:50

passed #469371
t_fedora:29

00:50:00

passed #469372
t_fedora:30

00:39:38

manual #469373
allowed to fail manual
t_fedora:rawhide
passed #469376
t_ubuntu:16.04

00:16:19

passed #469377
t_ubuntu:18.04

00:36:36

manual #469379
allowed to fail manual
t_ubuntu:devel
manual #469378
allowed to fail manual
t_ubuntu:rolling