If dry_run is not enabled and there are no relays set, the builder should fail

[ferranbt]

If the builder is not in dry_run mode and the relays list is empty, the builder starts and it does nothing. It needs the relay to generate the mev slot data in MevSlotDataGenerator.

Currently, we rely on watchdog to stop the process eventually if there are no slots found, but we are trying to remove this behaviour.