Catch bad data prep

[milocress]

When privatelink blocks a delta table from being downloaded, this fails silently in the dataset preparation script.

This PR adds a validation step to check that the downloaded file indeed exists and contains data to prevent this kind of silent error.

[nancyhung]

I wonder why fetch is writing empty rows. Do we why this fails silently? @milocress

[milocress]

I wonder why fetch is writing empty rows. Do we why this fails silently? @milocress

https://github.com/mosaicml/llm-foundry/blob/9b22b6de4f67c3e4129cf2dd6b1435f926bbbc7b/llmfoundry/command_utils/data_prep/convert_delta_to_json.py#L485C1-L499C18

I believe there is a situation where cursor is None and no exception is thrown. This PR adds a more general check to make sure the file is written, which catches a wider variety of silent errors that could happen in the stack.

[irenedea]

some minor comments. Thanks Milo!