rm: returns Error when it failed to remove a file (nushell#17237)

Fixes: nushell#14900
The solution is suggested by @sgvictorino 

## Release notes summary - What our users need to know
rm command will return error when there is one file is failed to remove.

## Tasks after submitting

Author: WindSoilder

crates/nu-command/src/filesystem/rm.rs

@@ -458,14 +458,21 @@ fn rm(
         }
     });
 
+    let mut cmd_result = Ok(PipelineData::empty());
     for result in iter {
         engine_state.signals().check(&call.head)?;
         match result {
             Ok(None) => {}
             Ok(Some(msg)) => eprintln!("{msg}"),
-            Err(err) => report_shell_error(Some(stack), engine_state, &err),
+            Err(err) => {
+                if cmd_result.is_ok() {
+                    cmd_result = Err(err);
+                } else {
+                    report_shell_error(Some(stack), engine_state, &err)
+                }
+            }
         }
     }
 
-    Ok(PipelineData::empty())
+    cmd_result
 }

crates/nu-command/tests/commands/rm.rs

@@ -589,5 +589,6 @@ fn rm_already_in_use() {
         );
 
         assert!(outcome.err.contains("nu::shell::io::already_in_use"));
+        assert!(!outcome.status.success())
     })
 }

crates/nu-std/tests/test_util.nu

@@ -74,7 +74,7 @@ def path_add_expand [] {
         assert equal (get_path) ([$link_dir])
     }
 
-    rm $real_dir $link_dir
+    do -i { rm $real_dir $link_dir }
 }
 
 @test