5001 fix convert global weights (#5002)
5001 fix convert global weights (#5002)

Fixes #5001.

### Description
Raise error if no weights are converted.

### Status
**Ready**

### Types of changes
<!--- Put an `x` in all the boxes that apply, and remove the not applicable items -->
- [x] Non-breaking change (fix or new feature that would not break existing functionality).
- [ ] Breaking change (fix or new feature that would cause existing functionality to change).
- [ ] New tests added to cover the changes.
- [ ] Integration tests passed locally by running `./runtests.sh -f -u --net --coverage`.
- [ ] Quick tests passed locally by running `./runtests.sh --quick --unittests  --disttests`.
- [ ] In-line docstrings updated.
- [ ] Documentation updated, tested `make html` command in the `docs/` folder.

Signed-off-by: Holger Roth <3dd32d6f42aab1f9494aa5592e1b40efd678364d@nvidia.com>
Project-MONAI/MONAI,Project-MONAI/MONAI,Project-MONAI/MONAI,Project-MONAI/MONAI