Replace hardwired error handler in captured_main

Replace hardwired error handler in captured_main

If the requested interpreter cannot be set captured_main reports the
error with a hardwired fprintf/exit pair.  A fprintf/exit pair on the
previous line was replaced with a call to error in March 2003
(https://sourceware.org/ml/gdb-patches/2003-03/msg00444.html) but I
found no documentation as to why this particular hardwired handler
was left untouched.  I was also unable to come up with a situation
where error would not be suitable, so I have replaced it with a call
to error.

gdb/ChangeLog:

	* main.c (captured_main): Replace a fprintf/exit
	pair with a call to error.  Wrap the message with _().