Cleanup: Delete dead code from send_merge_thread()

Cleanup: Delete dead code from send_merge_thread()

range is always deferenced before it reaches this check, such that the
kmem_zalloc() call is never executed.

A previously version of this had erronously also pruned the
`range->eos_marker = B_TRUE` line, but it must be set whenever we
encounter an error or are cancelled early.

Coverity incorrectly complained about a potential NULL pointer
dereference because of this.

Reported-by: Coverity (CID 1524550)
Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Reviewed-by: Ryan Moeller <ryan@iXsystems.com>
Signed-off-by: Richard Yao <richard.yao@alumni.stonybrook.edu>
Closes #14210