fix: add nicer message for missing agent error (#3996) #6476

Job	Run time
Agent unit tests	1m 12s
CLI unit tests	42s
API Server unit tests	2m 38s
WebUI unit tests	1m 59s
Build docker image	5m 49s
config-e2e	1s
CLI smoke tests (local)	39s
Test examples (collector)	50s
CLI smoke tests (docker)	41s
WebUI End-to-end tests (1)	2m 32s
Test examples (tracetest-jaeger)	35s
WebUI End-to-end tests (2)	3m 33s
CLI e2e tests (8, 0)	1m 25s
Test examples (tracetest-opensearch)	31s
WebUI End-to-end tests (3)	2m 36s
Test examples (tracetest-tempo)	40s
CLI e2e tests (8, 1)	1m 21s
WebUI End-to-end tests (4)	2m 30s
Test examples (tracetest-provisioning-env)	40s
Tracetesting API Server (InMemory)	3m 47s
CLI e2e tests (8, 2)	1m 17s
WebUI End-to-end tests (5)	2m 34s
CLI e2e tests (8, 3)	1m 19s
WebUI End-to-end tests (6)	2m 25s
CLI e2e tests (8, 4)	1m 48s
WebUI End-to-end tests (7)	2m 31s
Tracetesting API Server (NATS)	27s
CLI e2e tests (8, 5)	2m 44s
WebUI End-to-end tests (8)	2m 35s
CLI e2e tests (8, 6)	1m 28s
CLI e2e tests (8, 7)	3m 31s
	57m 20s

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