If any of these modprobe commands fails then it's not a broken test.
ALso ts_die often does not work correctly from subtests which should
be fixed someday too.
BTW modprobe dry-run (even the real modprobe) is not reliable.
Moreover now we respect blacklisted modules (-b).
This error handling is not only useful to let the test-suite succeed
on broken systems but also to not fail all "scsi_debug tests" after
just one of them failed to umount something.