Twisted log output is discarded

This issue has been migrated from [#7464](https://github.com/matrix-org/synapse/issues/7464).

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### Description

If the database parameters are incorrect such that synapse can't connect to postgresql, it will exit without printing any kind of error message. The log shows "setting up" as the last line.

### Steps to reproduce

- Have an incorrect database configuration (in my case I had no matching entry in pg_hba.conf so postgresql was refusing the connection)
- Try to start synapse

I would expect to see some kind of error message pointing me at the database configuration, not a silent exit.

### Version information

Synapse 1.12.4, installed from Debian's (unstable/sid) repository.