[CCR] Forgot missing return statement,

Error was thrown if leader index had no soft deletes enabled, but it then continued creating the follower index.

The test caught this bug, but very rarely due to timing issue.

Build failure instance:

```
1> [2018-11-05T20:29:38,597][INFO ][o.e.x.c.LocalIndexFollowingIT] [testDoNotCreateFollowerIfLeaderDoesNotHaveSoftDeletes] before test
  1> [2018-11-05T20:29:38,599][INFO ][o.e.c.s.ClusterSettings  ] [node_s_0] updating [cluster.remote.local.seeds] from [[]] to [["127.0.0.1:9300"]]
  1> [2018-11-05T20:29:38,599][INFO ][o.e.c.s.ClusterSettings  ] [node_s_0] updating [cluster.remote.local.seeds] from [[]] to [["127.0.0.1:9300"]]
  1> [2018-11-05T20:29:38,609][INFO ][o.e.c.m.MetaDataCreateIndexService] [node_s_0] [leader-index] creating index, cause [api], templates [random-soft-deletes-templat
e, one_shard_index_template], shards [2]/[0], mappings []
  1> [2018-11-05T20:29:38,628][INFO ][o.e.c.r.a.AllocationService] [node_s_0] Cluster health status changed from [YELLOW] to [GREEN] (reason: [shards started [[leader-
index][0]] ...]).
  1> [2018-11-05T20:29:38,660][INFO ][o.e.x.c.a.TransportPutFollowAction] [node_s_0] [follower-index] creating index, cause [ccr_create_and_follow], shards [2]/[0]
  1> [2018-11-05T20:29:38,675][INFO ][o.e.c.s.ClusterSettings  ] [node_s_0] updating [cluster.remote.local.seeds] from [["127.0.0.1:9300"]] to [[]]
  1> [2018-11-05T20:29:38,676][INFO ][o.e.c.s.ClusterSettings  ] [node_s_0] updating [cluster.remote.local.seeds] from [["127.0.0.1:9300"]] to [[]]
  1> [2018-11-05T20:29:38,678][INFO ][o.e.x.c.LocalIndexFollowingIT] [testDoNotCreateFollowerIfLeaderDoesNotHaveSoftDeletes] after test
  1> [2018-11-05T20:29:38,678][INFO ][o.e.x.c.LocalIndexFollowingIT] [testDoNotCreateFollowerIfLeaderDoesNotHaveSoftDeletes] [LocalIndexFollowingIT#testDoNotCreateFoll
owerIfLeaderDoesNotHaveSoftDeletes]: cleaning up after test
  1> [2018-11-05T20:29:38,678][INFO ][o.e.c.m.MetaDataDeleteIndexService] [node_s_0] [follower-index/TlWlXp0JSVasju2Kr_hksQ] deleting index
  1> [2018-11-05T20:29:38,678][INFO ][o.e.c.m.MetaDataDeleteIndexService] [node_s_0] [leader-index/FQ6EwIWcRAKD8qvOg2eS8g] deleting index
FAILURE 0.23s J0 | LocalIndexFollowingIT.testDoNotCreateFollowerIfLeaderDoesNotHaveSoftDeletes <<< FAILURES!
   > Throwable #1: java.lang.AssertionError:
   > Expected: <false>
   >      but: was <true>
   >    at __randomizedtesting.SeedInfo.seed([7A3C89DA3BCA17DD:65C26CBF6FEF0B39]:0)
   >    at org.hamcrest.MatcherAssert.assertThat(MatcherAssert.java:20)
   >    at org.elasticsearch.xpack.ccr.LocalIndexFollowingIT.testDoNotCreateFollowerIfLeaderDoesNotHaveSoftDeletes(LocalIndexFollowingIT.java:83)
   >    at java.lang.Thread.run(Thread.java:748)
```

Build failure: https://elasticsearch-ci.elastic.co/job/elastic+elasticsearch+6.5+intake/46/console

x-pack/plugin/ccr/src/main/java/org/elasticsearch/xpack/ccr/action/TransportPutFollowAction.java

@@ -133,6 +133,7 @@ private void createFollowerIndex(
         if (leaderIndexMetaData.getSettings().getAsBoolean(IndexSettings.INDEX_SOFT_DELETES_SETTING.getKey(), false) == false) {
             listener.onFailure(
                 new IllegalArgumentException("leader index [" + request.getLeaderIndex() + "] does not have soft deletes enabled"));
+            return;
         }
 
         ActionListener<Boolean> handler = ActionListener.wrap(