packaging: setup: raising an exception on SDK failure

Raising an exception to interrupt the normal flow on SDK
failures.

Change-Id: I4d7cf8c1505ae4da5e719049bc11499c04b3c086
Bug-Url: https://bugzilla.redhat.com/1109929
Signed-off-by: Simone Tiraboschi <stirabos@redhat.com>