[gdb/testsuite] Fix tcl error in gdb.dap/sources.exp

With test-case gdb.dap/sources.exp, I run into:
...
{"request_seq": 4, "type": "response", "command": "source", \
  "success": false, "message": "notStopped", \
  "seq": 11}FAIL: gdb.dap/sources.exp: get source success
ERROR: tcl error sourcing gdb.dap/sources.exp.
ERROR: key "body" not known in dictionary
...

The FAIL has been filed as PR dap/31374.

The ERROR happens because after the FAIL, dap_check_request_and_response
returns "", and the test-case doesn't check for that.

Fix this by checking for $obj != "" in the test-case.

Tested on x86_64-linux.