SI-7337 Error out on missing -d directory.

This check was removed without comment in 3a30af154, the addition
of JSR-223 support for the interpreter.

After this commit, I manually tested that JSR-223 support works.

    scala> import javax.script._, collection.JavaConverters._; val manager = new ScriptEngineManager; manager.getEngineByName("scala").eval("List(1)")
    import javax.script._
    import collection.JavaConverters._
    manager: javax.script.ScriptEngineManager = javax.script.ScriptEngineManager@4418f61b
    res1: Object = List(1)

3a30af154 did not include a test case, so I don't know whether I've
broken some other aspect of it. I tried the above as a `run` test,
but hit two problems, one of them seemingly our fault, and the other
a MacOS JDK wrinkle.

  1. scala.reflect.internal.MissingRequirementError: object scala.runtime in compiler mirror not found.
  2. java.lang.UnsatisfiedLinkError: no AppleScriptEngine in java.library.path

I can't find my way to fix these, so JSR-223 remains untested. I don't
think that #2238 was really up to standard; it could handle additional
review, documentation, and testing. It might even be modularized so as
not to pollute the REPL itself.

Review by @paulp