[BUG]: colossalai run does not behave like a normal process

### 🐛 Describe the bug

When using `colossalai run`, no matter whether the training program works or not, the CLI will always treat it like a process which runs fine. This is because that the multi-node runner runs the code as a subprocess, therefore, any error in the subprocess does not surface back to the main program.

### Environment

_No response_