Update path name to policies

What does this MR do and why?

Update path name to policies

• this matches where the path actually send the user

Screenshots or screen recordings

Before	After
(note URL at bottom)	No change

How to set up and validate locally

1. Upload a GitLab Ultimate license
2. Navigate to a project with Security & Compliance enabled
3. Navigate to Security & Compliage => Policies
4. Click the New Policy button
5. Click the Cancel button and verify you are redirected back to the Policies page

MR acceptance checklist

This checklist encourages us to confirm any changes have been analyzed to reduce risks in quality, performance, reliability, security, and maintainability.

• I have evaluated the MR acceptance checklist for this MR.

Related to #341073 (closed)