When pytest is not installed,

$ ./sage -pytest src/sage/tests/memcheck                                                     git:sage_tests_memcheck_optional
Run 'sage -i pytest' to install
/Users/mkoeppe/s/sage/sage-rebasing/worktree-clean/local/var/lib/sage/venv-python3.9/bin/python3: can't find '__main__' module in '/Users/mkoeppe/s/sage/sage-rebasing/worktree-clean/src/sage/tests/memcheck'

Here we add the missing error exit. Likewise for sage --tox.

📝 Checklist

• The title is concise, informative, and self-explanatory.
• The description explains in detail what this PR is about.
• I have linked a relevant issue or discussion.
• I have created tests covering the changes.
• I have updated the documentation accordingly.

⌛ Dependencies