Provide error when `set_scan_definition_name` is not set but SodaCloud config is set

[jasonicarter]

When programmatically triggering scans, you are required to set the scan definition name ONLY if you are sending data to SodaCloud. However, if you do have SodaCloud configured and do not set_scan_definition_name you receive no error message and it completes "successfully" without sending data to Soda Cloud.

https://github.com/sodadata/soda-core/blob/main/soda/core/soda/scan.py#L56

from soda.scan import Scan
scan = Scan()
scan.set_scan_definition_name("my_def_name")
...
scan.execute()

Documentation didn't mention this either.