CMake: Remove unnecessary atlas_install_headers directives

Frank Winklmeierrequested to merge
fwinkl/athena:header_install into master

Remove atlas_install_headers(DIR) directive from CMakeLists.txt if the directory DIR does not even exist, i.e. there are no headers to install.

cc @akraszna: we should probably make this condition an error in atlas_install_headers

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