[Usage] Collect failure message

[Michaelvll]

We used sys.exit(1) for CLIs like sky local up which will cause the error message failed to be exposed by the usage collection. We now change them to error raising for more complete error message.

Tested (run the relevant ones):

• Code formatting: bash format.sh
• Any manual or new tests for this PR (please specify below)
  • Manually added an error in local up script and check the failure appear in usage collection
• All smoke tests: pytest tests/test_smoke.py
• Relevant individual smoke tests: pytest tests/test_smoke.py::test_fill_in_the_name
• Backward compatibility tests: conda deactivate; bash -i tests/backward_compatibility_tests.sh

[romilbhardwaj]

Thanks @Michaelvll!