gpg: Report failed generation of subkey pair via status interface

* g10/keygen.c (generate_subkeypair): On error, write error and
"key not created" message to status interface.

This change allows users of the status/command interface to detect
errors when adding a subkey to a key. Similar status messages are
output by do_generate_keypair.

• GnuPG-bug-id: T5771