Fix a bug in standalone mode (dmlc#6179)

Author: zheng-da

python/dgl/distributed/standalone_kvstore.py

@@ -62,7 +62,8 @@ def init_data(
     def delete_data(self, name):
         """delete the data"""
         del self._data[name]
-        self._gdata_name_list.remove(name)
+        if name in self._gdata_name_list:
+            self._gdata_name_list.remove(name)
 
     def data_name_list(self):
         """get the names of all data"""