load_tile_map/tilemap: Raise an exception if tiles are not downloaded?

[seisman]

See https://github.com/GenericMappingTools/pygmt/actions/runs/8516861579/job/23326547419?pr=3153 for an example run. Sometimes, the test test_tilemap_ogc_wgs84 fails with long error messages and the most useful error messages are:

----------------------------- Captured stderr call -----------------------------
grdimage (gmtapi_import_grid): Could not read from file [/tmp/pygmt-pe8klnis.tif]
[Session pygmt-session (2510)]: Error returned from GMT API: GMT_GRID_READ_ERROR (18)
[Session pygmt-session (2510)]: Error returned from GMT API: GMT_GRID_READ_ERROR (18)
[Session pygmt-session (2510)]: Error returned from GMT API: GMT_GRID_READ_ERROR (18)

As I understand it, when the contextily.bounds2img function fails to retrieve the tiles (likely due to temporary internet connection issues), it returns an empty numpy array (https://github.com/geopandas/contextily/blob/f8c34e0a25e14d9c36c15c04892754e9369ba9bb/contextily/tile.py#L665). The zero numpy array then is passed to the grdimage, which may cause the errors above.

So, maybe in load_tile_map/Figure.tilemap, when contextily.bounds2img returns an empty numpy array, we should raise an exception? The test still fails in this case, but at least the error messages will be much easier to understand.