No error reporting if XDebug is not enabled

The following table describes where errors are sent in various situations: 

                                     | XDebug enabled     | XDebug disabled
-------------------------------|:---------------------------|:-----------------------
display_errors => true  | STDOUT, STDERR | STDOUT
display_errors => false | STDERR | -

WP-CLI currently always sets display_errors => false, so users that don't have XDebug installed will see no errors.