ICU-21810 Fix error checking of ucurr.cpp part 1

[FrankYFTang]

Change code inside ucurr.cpp to use LocalPointer to prepare the later changes for correct memory change

Checklist

• Required: Issue filed: https://unicode-org.atlassian.net/browse/ICU-21810
• Required: The PR title must be prefixed with a JIRA Issue number.
• Required: The PR description must include the link to the Jira Issue, for example by completing the URL in the first checklist item
• Required: Each commit message must be prefixed with a JIRA Issue number.
• Issue accepted (done by Technical Committee after discussion)
• Tests included, if applicable
• API docs and/or User Guide docs changed or added, if applicable

[richgillam]

LOKTM

[roubert]

LGTM

[markusicu]

much better, thank you!

[markusicu]

PS: The internal ures_... functions are another part of ICU that would benefit from modernization. In particular, the fillIn parameters were useful for avoiding some memory allocations, but are hard to get right, and hard to look at. If we did this with modern C++, we would return C++ objects (at least structs with destructors) by value, and move operators...

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