Fix LbDD4hep test_load_det_elems.py

In !3626 (3f30b85f) I missed one detail that was making the tests a bit pointless: I removed the use of input files, but I forgot to set ApplicationMgr.EvtSel to NONE, so the job was still expecting files, thus not entering the event loop and not loading the geometry.

I fixed the issue and to make the test a bit more precise I check that the message from the test algorithm is actually printed (this check would have prevented the misconfiguration problem).

/cc @jonrob