chore: Add nil checks before returning wrapped error

[lukemassa]

what

Add nil checks before returning wrapped errors.

why

Partially in prep for #5269, since if we return fmt.Errorf("... : %w", err) when err is nil, it won't, as errors.Wrap(err, "...") does in this situation, return nil.

Additionally, I find that relying on errors.Wrap(err, "...") to return nil if err is nil a bit hard to read. It can also lead to subtle bugs like #5294 and #5312.

I also put a few errors that were split between lines onto one line, which is more specifically in prep for #5269 (which I am writing a script to do replacements for mechanically).

tests

Just running unit tests.

references

Cleaning up code to make #5269 a bit simpler (though I think this change is worth doing on its own).