Lightning - no error hint when setting wrong in data-source-dir

[Tammyxia]

Please answer these questions before submitting your issue. Thanks!

1. What did you do?
   If possible, provide a recipe for reproducing the error.

• lightning config file has wrong data-source-dir setting, the directory does not exist, or no .csv .sql file in the directory.
• run lightning load: lightning --config lightning.toml

2. What did you expect to see?

• There is error log to remind user that the specified data-source-dir does not exist, or the directory has not any sql data to load.

3. What did you see instead?

• No any error hint, it's not friendly for users to debug this kind of usage error.

4. What version of BR and TiDB/TiKV/PD are you using?
   All lightning version

5. Operation logs

   • Please upload br.log for BR if possible
   • Please upload tidb-lightning.log for TiDB-Lightning if possible
   • Please upload tikv-importer.log from TiKV-Importer if possible
   • Other interesting logs

6. Configuration of the cluster and the task

   • tidb-lightning.toml for TiDB-Lightning if possible
   • tikv-importer.toml for TiKV-Importer if possible
   • topology.yml if deployed by TiUP

7. Screenshot/exported-PDF of Grafana dashboard or metrics' graph in Prometheus if possible

[sleepymole]

Fixed by pingcap/tidb#30674.