While this issue was unseen so far on common desktop machines, the CI
build encountered it, hence failing 6 of the unit tests.
A connection to the bus could not be established hence the dbus_manager
was never allocated, and finally it would crash at exit if we tried to
unref it unconditionnally. Use g_clear_object() instead.

Also add some stderr output for easier debugging, for when one of the 2
possible error cases might happen (as documented by g_bus_own_name()).