check_config script fix exit code

[kellerza]

Description:

Catch errors raised in bootstrap.py.

Related issue (if applicable): fixes #6200

Example entry for configuration.yaml (if applicable):

autmoation: !include bad.yaml

Checklist:

• The code change is tested and works locally.

If the code does not interact with devices:

• Local tests with tox run successfully. Your PR cannot be merged unless tests pass
• Tests have been added to verify that the new code works.

[balloob]

The check config tests are very flaky, breaking a lot of builds 😢 I just put up a PR to try to address it #12283