make write_out.py explicitly error if no splits match (#1796)

Co-authored-by: lintangsutawika <lintang@eleuther.ai>

scripts/write_out.py

@@ -70,6 +70,11 @@ def main():
             if docs is not None:
                 iters.append(docs)
 
+        if len(iters) == 0:
+            raise ValueError(
+                f"Passed --sets '{args.sets}' but this task has no splits which match. Please specify a different --sets value."
+            )
+
         docs = join_iters(iters)
 
         with open(