fix MSVC warning about control paths (fixes #3067) (#3068)

* [R-package] fix MSVC warning about control paths (fixes #3067)

* linting

* simplify

src/boosting/prediction_early_stop.cpp

@@ -83,6 +83,9 @@ PredictionEarlyStopInstance CreatePredictionEarlyStopInstance(const std::string&
   } else {
     Log::Fatal("Unknown early stopping type: %s", type.c_str());
   }
+
+  // Fix for compiler warnings about reaching end of control
+  return CreateNone(config);
 }
 
 }  // namespace LightGBM