Printing empty steps and associated chains

MR to address the previously changed exception to warning in the TriggerMenuMT package that checks for empty steps in a menu. Will need to address adding this somehow as a test in ART for certain menus (I guess primarily MC, Dev, Physics).

Discussion taking place in: ATR-25392 Tagging @khoo, @lidiaz for menus and preemptively @martindl, @tnobe as this might cause tests to fail in case we introduced empty steps (I ran the tests and didn't find any in the MC and Dev menu).