tests: break down 'for' loop in different lines

This for loop inside the Makefile was a very long
single line, which is not readable, or diff-friendly
for future changes.
tests: exit with a >0 exit code if any test fails

This allows us to include the 'test' target as a
dependency of the 'check' target, because it will
stop the execution of the latter if the former
fails.

(It addresses the 2nd item of the list of issues
raised here [1])

[1] https://git.gnome.org/browse/banshee/commit/?id=dde264d2f6a4dc484e96e4ff81f32b5b4e2a2011