Currently, staticd creates a VRF for the nexthop it is trying to install.
Later, when this nexthop is deleted, the VRF stays in the system and can
not be deleted by the user because "no vrf" command doesn't work for this
VRF because it was not created through northbound code.
There is no need to create the VRF. Just set nh_vrf_id to VRF_UNKNOWN
when the VRF doesn't exist.