[lldb] Set return object failed status even if error string is empty

The idea is now that AppendError<...> will set eReturnStatusFailed
for you so you don't have to call SetStatus again.

Previously if the error message was empty, the status wouldn't
be set.

I don't think there are any sitautions where the message is in
fact empty but it potentially could be depending on where
we get the string from.

So let's set the status up front then return early if the message is empty.

Reviewed By: teemperor

Differential Revision: https://reviews.llvm.org/D104380