Add an exception for python < 3.6.2

See #5065 for reasoning

setup.py

@@ -1,3 +1,18 @@
+import sys
+
 from setuptools import setup
 
+
+class PylintIncompatiblePythonError(Exception):
+    def __init__(self, major, minor, patch):
+        super().__init__(
+            f"The last version compatible with python {major}.{minor}.{patch} "
+            "is pylint '2.9.3', please install that version manually."
+        )
+
+
+version = sys.version_info[:3]
+if version < (3, 6, 2):
+    raise PylintIncompatiblePythonError(*version)
+
 setup()