Follow up to PR118508, to avoid unnecessary compile time for an empty
combind regular LTO module if all modules end up being ThinLTO only.

This required minor changes to a few tests to ensure they weren't empty.

It breaks builds like:

https://lab.llvm.org/buildbot/#/builders/190/builds/744

Without this patch, passing -load-pass-plugin=nonexistent.so to
llvm-lto2 produces a backtrace because LTOBackend.cpp does not handle
the error correctly:

```
Failed to load passes from 'nonexistant.so'. Request ignored.
Expected<T> must be checked before access or destruction.
Unchecked Expected<T> contained error:
Could not load library 'nonexistant.so': nonexistant.so: cannot open shared object file: No such file or directoryPLEASE submit a bug report to https://github.com/llvm/llvm-project/issues/ and include the crash backtrace.
```

Any tool using `lto::Config::PassPlugins` should suffer similarly.

Based on the message "Request ignored" and the continue statement, the
intention was apparently to continue on failure to load a plugin.
However, no one appears to rely on that behavior now given that it
crashes instead, and terminating is consistent with opt.

All error messages here already contain the path to the plugin, so no
need to repeat it in opt.cpp.