Warn/fail when no tests found

[msimberg]

See #3598 for more context.

[MarcoMagl]

Also, what would be awesome would be to have a warning when we want to run some tests based on --name but some of those tests are not found

[vkarak]

Also, what would be awesome would be to have a warning when we want to run some tests based on --name but some of those tests are not found

The "some" is somehow vague. How would you differentiate the intent of choosing some tests and not some others? Whereas the option as proposed here, to fail if no tests are selected is concrete and actionable.