Feast should raise an exception when trying to get a feature set that does not exist

[thisisandreeeee]

Expected Behavior

Feast should raise an exception when trying to get a feature set that does not exist, even when the fail_if_missing parameter is specified.

Current Behavior

Feast prints the following error message and does not raise an exception.

GetFeatureSet failed with code "StatusCode.UNKNOWN"

Steps to reproduce

from feast import Client
client = Client(core_url, serving_url)
client.get_feature_set("invalid_feature_set_name", fail_if_missing=True)

[woop]

@thisisandreeeee

I am thinking of just removing this fail_if_missing flag and just always raising an exception here.

Would that work?

[woop]

Actually this applies to most methods. We aren't always raising a gRPC exception, but I think we should be raising that in almost every case and having you wrap it if needed.

[thisisandreeeee]

That makes sense. We can catch the exception and handle it on our end.

[woop]

The above PR fixes it #353