Fail on client instantiation if base_url is None or empty string

[erlendvollset]

Description

Please describe the change you have made.

Checklist:

• Tests added/updated.
• Documentation updated. Documentation is generated from docstrings - these must be updated according to your change.
  If a new method has been added it should be referenced in cognite.rst in order to generate docs based on its docstring.
• Changelog updated in CHANGELOG.md.
• Version bumped. If triggering a new release is desired, bump the version number in _version.py and pyproject.toml per semantic versioning.

[codecov]

Codecov Report

Merging #1536 (68d6e2c) into master (6ec2c15) will increase coverage by 0.07%.
Report is 1 commits behind head on master.
The diff coverage is 66.66%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1536      +/-   ##
==========================================
+ Coverage   91.75%   91.82%   +0.07%     
==========================================
  Files         120      120              
  Lines       15591    15593       +2     
==========================================
+ Hits        14306    14319      +13     
+ Misses       1285     1274      -11     

Files	Coverage Δ
cognite/client/_version.py	100.00% <100.00%> (ø)
cognite/client/config.py	86.44% <50.00%> (-1.28%)	⬇️

... and 3 files with indirect coverage changes

[haakonvt]

👌