Exit with error if required filename is not given

Exit with error if required filename is not given

This is a second attempt to fix the problem described in
6df4a7bb (2c2c1767 reverted the first attempt).

The solution here is more general: if we get to a certain point
in the code and there is no filename, an error is given.

The following command now gives an error:

  lyx -e pdf2

And the following command continues to not give an error:

  lyx myfile.lyx -e pdf