gpg: Improve/relax the checking of preference options.

* g10/keygen.c (keygen_set_std_prefs): Add S2 only if available.  Do
not return an error if one algorithm could be added.

This is to fix problems when running Libgcrypt in FIPS mode.

See
https://lists.gnupg.org/pipermail/gnupg-devel/2025-March/035821.html

• Suggested-by: William Ahern