[KYUUBI #1449] Fix when KyuubiServer initialize fail but not exit

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### _Why are the changes needed?_
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Kyuubi server should exit when initialize fail.

Detail see #1449.

### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible

- [ ] Add screenshots for manual tests if appropriate

- [x] [Run test](https://kyuubi.readthedocs.io/en/latest/develop_tools/testing.html#running-tests) locally before make a pull request

Closes #1468 from zhenjiaguo/fix-TBFS-init-fail-not-exit.

Closes #1449

4467a24 [zhenjiaguo] add status judgment before zkServer stop
4208663 [zhenjiaguo] stop zkServer when kyuubi server init fail
1ff3a82 [zhenjiaguo] try catch server initialize

Authored-by: zhenjiaguo <zhenjia_guo@163.com>
Signed-off-by: Kent Yao <yao@apache.org>

kyuubi-server/src/main/scala/org/apache/kyuubi/server/KyuubiServer.scala

@@ -90,7 +90,15 @@ object KyuubiServer extends Logging {
     }
 
     val server = new KyuubiServer()
-    server.initialize(conf)
+    try {
+      server.initialize(conf)
+    } catch {
+      case e: Exception =>
+        if (zkServer.getServiceState == ServiceState.STARTED) {
+          zkServer.stop()
+        }
+        throw e
+    }
     server.start()
     Utils.addShutdownHook(() => server.stop(), Utils.SERVER_SHUTDOWN_PRIORITY)
     server