[FLINK-28647] Remove separate error handling and adjust documentation for CLAIM mode + RocksDB native savepoint

[rkhachatryan]

What is the purpose of the change

Please see ticket description (FLINK-28647).

Brief changelog

• update the docs (checkpoint folder is deleted but with a delay)
• remove additional error handling (just fail in case of folder deletion failure)

Verifying this change

This change is a trivial rework without any test coverage.

Does this pull request potentially affect one of the following parts:

• Dependencies (does it add or upgrade a dependency): no
• The public API, i.e., is any changed class annotated with @Public(Evolving): no
• The serializers: no
• The runtime per-record code paths (performance sensitive): no
• Anything that affects deployment or recovery: JobManager (and its components), Checkpointing, Kubernetes/Yarn/Mesos, ZooKeeper: yes
• The S3 file system connector: no

Documentation

• Does this pull request introduce a new feature? no
• If yes, how is the feature documented? no

[flinkbot]

CI report:

• 0b91033 Azure: SUCCESS

Bot commands

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• @flinkbot run azure re-run the last Azure build

[fredia]

Thanks for the PR, LGTM(non-binding).

[rkhachatryan]

Thanks for the review @fredia
@dawidwys would you like to take a look as well?