Valid rucio DataSet name with zero files causes hang

[gordonwatts]

Describe the bug
If you request processing over a dataset that has zero files (a frequent occurrence in ATLAS, sadly), the SX client will hang rather than reporting an error or returning an empty dataset.

To Reproduce
Steps to reproduce the behavior:

See the original demo dataset in this notebook. Replace the currently working code's dataset with the original dataset, and you'll see this hang.

Expected behavior
I think normal behavior should be to warn the user.

Additional context

Part of the reason this is here is @ivukotic and I encountered this while looking at his code for the large DB merge. But likely this needs a fix in the client as well.

[ponyisi]

Should be fixed but result information is a bit ambiguous, see #927