[lldb] Remove redundant calls to set eReturnStatusFailed

Since https://reviews.llvm.org/D103701 AppendError<...>
sets this for you.

This change includes all of the non-command uses.

Some uses remain where it's either tricky to reason about
the logic, or they aren't paired with AppendError calls.

Reviewed By: teemperor

Differential Revision: https://reviews.llvm.org/D104379