Emit an error message when an unsupported OutputType is specified

_Title edited by @cartermp to reflect the assessment of the issue_

It looks like the F# compiler generates incorrect code for certain projects with `dll`. For the modules of the last file the *let-bound values* are not initialized because the initialization code is not in the static constructor of the generated class but in a custom method `main@` that never gets called.

**Repro steps**

1. Download the [repro](https://github.com/dotnet/fsharp/files/4712179/FSharpInitializeBug.zip)
1. Run `dotnet run -p app

**Expected behavior**

Output should be something like
```
Number: 3
```

**Actual behavior**

Output is
```
Unhandled exception. System.NullReferenceException: Object reference not set to an instance of an object.
at Program.main(String[] argv) in C:\Users\egger\Workspace\FSharpInitializeBug\app\Program.fs:line 3
```

**Known workarounds**

* Remove `dll` in `lib/Test.Lib.fsproj`
* Don't use `Library.fs` as the last file of the project.

**Related information**

```
> dotnet --version
3.1.300
```