feat(rules): improve rule dx

[gotbadger]

Description

• Improve experience when skiping rules and when rules cannot be downloaded.
• Set exit code to failure when no rules are found when it would be otherwise expected.

Related

• Close Warn when a rule cannot be igored because it cannot be found #1486
• Close Bearer silently fails when it can't download any rules #1500

Checklist

• I've added test coverage that shows my fix or feature works as expected.
• I've updated or added documentation if required.
• I've included usage information in the description if CLI behavior was updated or added.
• PR title follows Conventional Commits format