[fix](arrow-flight)Fix the prompt that be arrow_flight_sql_port is not set (#31668)

fe/fe-core/src/main/java/org/apache/doris/qe/Coordinator.java

@@ -1824,7 +1824,7 @@ public class Coordinator implements CoordInterface {
             throw new UserException(SystemInfoService.NO_BACKEND_LOAD_AVAILABLE_MSG);
         }
         if (backend.getArrowFlightSqlPort() < 0) {
-            return null;
+            throw new UserException("be arrow_flight_sql_port cannot be empty.");
         }
         return backend.getArrowFlightAddress();
     }