Improve error reporting of Python CI tests

While working on some changes, I noticed that the error reporting of the Python tests is sometimes not very detailed.

Example:

>       self._j_elasticsearch = gateway.jvm.Elasticsearch()
E       TypeError: 'JavaPackage' object is not callable

https://dev.azure.com/rmetzger/Flink/_build/results?buildId=8081&view=logs&j=584fa981-f71a-5840-1c49-f800c954fe4b&t=532bf1f8-8c75-59c3-eaad-8c773769bc3a

The probably root cause is that required JAR files are missing. It would be nice if the tests would show the underlying (java)Flink error / Flink logs.