migration: assert colo instead of check

When reaching here if we are still "active" it means we must be in colo
state.  After a quick discussion offlist, we decided to use the safer
error_report().

Finally I want to use "switch" here rather than lots of complicated if
clauses.

Signed-off-by: Peter Xu <peterx@redhat.com>
Reviewed-by: Juan Quintela <quintela@redhat.com>
Signed-off-by: Juan Quintela <quintela@redhat.com>
