This is a workaround for a change in behaviour between go <= 1.9 and go
1.10.

Prior to go 1.9, compiling a test would not fail if the specified
output dir does not exist. However, it does fail in go 1.10.

By failing when the the directory does not exist, we have a consistent
behaviour withing go versions.

See also golang/go#24588

Mention the breaking change when `-coverprofile` and `-outputdir`
flags are set, but the directory does not exist.