Any option macro with _SET suffix should set opt->set variable which is
not happening for OPT_CALLBACK_SET(). This is causing issues with perf
record --switch-output-event. Fix that.

Before:

  # ./perf record --overwrite -e sched:*switch,syscalls:sys_enter_mmap \
           --switch-output-event syscalls:sys_enter_mmap
  ^C[ perf record: Woken up 1 times to write data ]
  [ perf record: Captured and wrote 0.297 MB perf.data (657 samples) ]

After:

  $ ./perf record --overwrite -e sched:*switch,syscalls:sys_enter_mmap \
          --switch-output-event syscalls:sys_enter_mmap
  [ perf record: dump data: Woken up 1 times ]
  [ perf record: Dump perf.data.2020061918144542 ]
  [ perf record: dump data: Woken up 1 times ]
  [ perf record: Dump perf.data.2020061918144608 ]
  [ perf record: dump data: Woken up 1 times ]
  [ perf record: Dump perf.data.2020061918144660 ]
  ^C[ perf record: dump data: Woken up 1 times ]
  [ perf record: Dump perf.data.2020061918144784 ]
  [ perf record: Woken up 0 times to write data ]
  [ perf record: Dump perf.data.2020061918144803 ]
  [ perf record: Captured and wrote 0.419 MB perf.data.<timestamp> ]

Fixes: 636eb4d001b1 ("libsubcmd: Introduce OPT_CALLBACK_SET()")
Signed-off-by: Ravi Bangoria <ravi.bangoria@linux.ibm.com>
Tested-by: Arnaldo Carvalho de Melo <acme@redhat.com>
Cc: Jiri Olsa <jolsa@redhat.com>
Link: http://lore.kernel.org/lkml/20200619133412.50705-1-ravi.bangoria@linux.ibm.com
Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>