MultibodyPlant gives a mysterious error if an sdf suddenly gains collision geometry

[RussTedrake]

Problem:
https://stackoverflow.com/questions/55075161/how-to-debug-inputporteval-required-inputport0-is-not-connected

Proposed solutions:

• update all multibody examples in drake to use the AddMultibodyPlantSceneGraph sugar.
• if possible, provide a better error message for this case. (not sure if there is a convenient single point of entry for this call, though...)

[sherm1]

Updating the examples to best practices seems like the right answer.

[jwnimmer-tri]

I'm resolving this as a duplicate of #11448.