patch 8.1.1524: tests are silently skipped

Problem:    Tests are silently skipped.
Solution:   Throw an exception for skipped tests in more places.
diff --git a/src/testdir/test_mksession.vim b/src/testdir/test_mksession.vim
index bc41396..ee2d148 100644
--- a/src/testdir/test_mksession.vim
+++ b/src/testdir/test_mksession.vim
@@ -4,7 +4,7 @@
 scriptencoding latin1
 
 if !has('mksession')
-  finish
+  throw 'Skipped, mksession feature missing'
 endif
 
 source shared.vim