selftests/bpf: Avoid errno clobbering

Print a message when the returned error is about a program type being
not supported or because of permission problems.
These messages are expected if the program to test was actually
executed.

Signed-off-by: Florian Lehner <dev@der-flo.net>
Signed-off-by: Andrii Nakryiko <andrii@kernel.org>
Link: https://lore.kernel.org/bpf/20201204181828.11974-3-dev@der-flo.net