cmd/explaintest: fix a misleading error message (#14720)
cmd/explaintest: fix a misleading error message (#14720)

if tidb is not setup, run ./explain_test the error message should be
    "dial tcp 127.0.0.1:4001: connect: connection refused"
However, this err is overwrite and the final message is
    "executing drop DB test failed"

c4pt0r/tidb,coocood/tidb,XuHuaiyu/tidb,c4pt0r/tidb,Cofyc/tidb,pingcap/tidb,pingcap/tidb,XuHuaiyu/tidb,EvilMcJerkface/tidb,pingcap/tidb,kyle-wang/tidb,ngaut/tidb,pingcap/tidb,c4pt0r/tidb,ngaut/tidb,kyle-wang/tidb,c4pt0r/tidb,ngaut/tidb,kyle-wang/tidb,kyle-wang/tidb,c4pt0r/tidb,ngaut/tidb,kyle-wang/tidb,c4pt0r/tidb,Cofyc/tidb,ngaut/tidb,coocood/tidb,kyle-wang/tidb,pingcap/tidb,ngaut/tidb,pingcap/tidb,EvilMcJerkface/tidb