Fix --install-types masking failure details (#17485)

It seems that: if the mypy cache dir wasn't created, this code would do
an exit, preventing the actual errors from being printed. So I've
removed the exit. More information is available at the issue I claim
this fixes.

Fixes #10768

---------

Co-authored-by: Shantanu <[email protected]>

mypy/main.py

@@ -1575,8 +1575,9 @@ def read_types_packages_to_install(cache_dir: str, after_run: bool) -> list[str]
                 + "(and no cache from previous mypy run)\n"
             )
         else:
-            sys.stderr.write("error: --install-types failed (no mypy cache directory)\n")
-        sys.exit(2)
+            sys.stderr.write(
+                "error: --install-types failed (an error blocked analysis of which types to install)\n"
+            )
     fnam = build.missing_stubs_file(cache_dir)
     if not os.path.isfile(fnam):
         # No missing stubs.