[qa] pull-tester: Don't mute zmq ImportError

Github-Pull: #8607
Rebased-From: fabfd5dae2

qa/pull-tester/rpc-tests.py

@@ -94,12 +94,12 @@ if not (ENABLE_WALLET == 1 and ENABLE_UTILS == 1 and ENABLE_BITCOIND == 1):
 if ENABLE_ZMQ:
     try:
         import zmq
-    except ImportError as e:
-        print("WARNING: \"import zmq\" failed. Set ENABLE_ZMQ=0 or " \
+    except ImportError:
+        print("ERROR: \"import zmq\" failed. Set ENABLE_ZMQ=0 or "
               "to run zmq tests, see dependency info in /qa/README.md.")
-        ENABLE_ZMQ=0
+        # ENABLE_ZMQ=0
+        raise
 
-#Tests
 testScripts = [
     # longest test should go first, to favor running tests in parallel
     'p2p-fullblocktest.py',