[lldb] Improve error message for script commands when there's no interpreter (#73321)

It was:
```
error: there is no embedded script interpreter in this mode.
```

1. What does "mode" mean?
2. It implies there might be an embedded script interpreter for some
other "mode", whatever that would be.

So I'm simplifying it and noting the most common reason for this which
is that lldb wasn't built with a scripting language enabled in the first
place.

There are other tips for dealing with this, but I'm not sure this
message is the best place for them.