Loading licenses should indicate `licensedcode-data` is not installed

For me, the default installation with

```bash
pip install --no-cache scancode-toolkit==33.0.0rc1 --index-url https://pypi.org/simple
```

would break the following snippet:

```python
from licensedcode.models import load_licenses_from_multiple_dirs, licenses_data_dir

load_licenses_from_multiple_dirs(
builtin_license_data_dir=licenses_data_dir,
additional_license_data_dirs=[],
with_deprecated=False,
)
```

Output:

> licensedcode.models.InvalidLicense: No licenses were loaded. Check to see if the license data files are available at "/home/user/lib/python3.11/site-packages/licensedcode/data/licenses".

Installing `licensedcode-data` solved this, but given the description, it seems like it should have been installed automatically.

_Originally posted by @stefan6419846 in https://github.com/aboutcode-org/scancode-toolkit/discussions/5052#discussioncomment-16992570_