Make SDL2 & services_only bootstrap properly error with missing --private

[ghost]

The SDL2 & services_only bootstraps don't support building without --private, but the package assembling build.py will give an obscure backtrace if the option is omitted. This pull request adds in a proper error.

[AndreMiras]

Thanks for the PR again 😄
I'm wondering, is is really only the case for sdl2 and services_only or is it also for other bootstraps.
If it's also for other bootstrap, then we may want to fail even earlier with https://docs.python.org/3/library/argparse.html#required what do you think?

[ghost]

No it's really just these two, I'm pretty sure. I didn't test them all, but scanned over the entire build/packaging code to see if it gracefully handles args.private being None or not. (sdl2 I actually ran and got a backtrace, that's how I started poking around this code in the first place)

I think the historical reason is that webview can launch a webserver even without custom app code, and pygame maybe launches some sort of pygame default window? While sdl2/service_only have no "default" graphical UIs that could show or do anything, so they need a custom entry point to work.