Refactor the CLI code a bit (#12782)

# Description
Refactors the code in `nu-cli`, `main.rs`, `run.rs`, and few others.
Namely, I added `EngineState::generate_nu_constant` function to
eliminate some duplicate code. Otherwise, I changed a bunch of areas to
return errors instead of calling `std::process::exit`.

# User-Facing Changes
Should be none.

crates/nu-protocol/src/errors/cli_error.rs

@@ -41,7 +41,6 @@ pub fn report_error_new(
     error: &(dyn miette::Diagnostic + Send + Sync + 'static),
 ) {
     let working_set = StateWorkingSet::new(engine_state);
-
     report_error(&working_set, error);
 }