raise error if completed transform has no files

[MattShirley]

Based on #585

[codecov]

Codecov Report

❌ Patch coverage is 16.66667% with 5 lines in your changes missing coverage. Please review.
✅ Project coverage is 96.94%. Comparing base (5be92bc) to head (9de4ebf).

Files with missing lines	Patch %	Lines
servicex/query_core.py	16.66%	5 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #657      +/-   ##
==========================================
- Coverage   97.19%   96.94%   -0.25%     
==========================================
  Files          29       29              
  Lines        1961     1967       +6     
==========================================
+ Hits         1906     1907       +1     
- Misses         55       60       +5     

Flag	Coverage Δ
unittests	96.94% <16.66%> (-0.25%)	⬇️

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