Thermal zones created using thermal_zone_device_create() may not have
tzp.  As the governor gets its parameters from there, allocate it while
the governor is bound to the thermal zone so that it can operate in it.
In this case, tzp is freed when the thermal zone switches to another
governor.

Cc: Zhang Rui <rui.zhang@intel.com>
Cc: Eduardo Valentin <edubezval@gmail.com>
Reviewed-by: Daniel Kurtz <djkurtz@chromium.org>
Signed-off-by: Javi Merino <javi.merino@arm.com>
Signed-off-by: Eduardo Valentin <edubezval@gmail.com>