Prefer failing early when assigning empty PROTONPATH

- In the case the user was offline and a Proton could not be found or downloaded, the launcher would fail when building the command and notify them of the missing proton file. Instead, the launcher should fail early to precisely indicate that Proton failed to be assigned

umu/umu_dl_util.py

@@ -47,6 +47,7 @@ def get_umu_proton(env: Dict[str, str]) -> Union[Dict[str, str]]:
 
     # No internet and compat tool is empty, just return and raise an
     # exception from the caller
+    environ["PROTONPATH"] = ""
     return env
 
 

umu/umu_run.py

@@ -158,8 +158,8 @@ def check_env(env: Dict[str, str]) -> Union[Dict[str, str], Dict[str, Any]]:
     if not os.environ["PROTONPATH"]:
         err: str = (
             "Download failed\n"
-            "umu-Proton could not be found in cache or compatibilitytools.d\n"
-            "Please set $PROTONPATH or visit https://github.com/Open-Wine-Components/umu-Proton/releases"
+            "UMU-Proton could not be found in cache or compatibilitytools.d\n"
+            "Please set $PROTONPATH or visit https://github.com/Open-Wine-Components/umu-proton/releases"
         )
         raise FileNotFoundError(err)