gh-136854: Exit on error in make venv (#136856)

Co-authored-by: Nacho Caballero <nacho.caballero@astrazeneca.com>

Author: nachocab

Doc/Makefile

@@ -170,6 +170,7 @@ venv:
 		echo "venv already exists."; \
 		echo "To recreate it, remove it first with \`make clean-venv'."; \
 	else \
+		set -e; \
 		echo "Creating venv in $(VENVDIR)"; \
 		if $(UV) --version >/dev/null 2>&1; then \
 			$(UV) venv --python=$(PYTHON) $(VENVDIR); \