Action should fail if there are CMake warnings

[chapulina]

We currently don't block on CMake warnings. Ideally they'd turn the build yellow, like they do on Jenkins (see gazebo-tooling/release-tools#509 for example), but since we don't have that granularity on GitHub actions, we should fail the build. The main case that's important to catch is when a dependency is missing and we build just part of the components.