Fix some Catch2 tests not returning exit code.

[rectified95]

Description

#2707 was recently fixed by amending the error parsing expression.

This is a follow-up fix that will make use of us checking for $LASTEXITCODE too.
xdp_test and connect_redirect_test were swallowing the return code and implicitly returning 0 (per the C standard, p.13 https://www.open-std.org/jtc1/sc22/WG14/www/docs/n1256.pdf)
so the exit code portion of our error detecting was being ignored.

Here's an example from Catch2 docs:
https://github.com/catchorg/Catch2/blob/devel/docs/own-main.md#amending-the-catch2-config

And we're doing it right in socket_tests.cpp:
https://github.com/microsoft/ebpf-for-windows/blob/main/tests/socket/socket_tests.cpp#L471

Testing

Locally running the tests without eBPF installed fails as expected and sets the $LASTEXITCODE to the number of failed tests.