Right now the raised exception only shows the command and return code.
Printing the output should make the error more clear.
Test: adb root, then in adb shell touch the server and make immutable
touch /data/local/tmp/x86_64-lldb-server
chattr +i /data/local/tmp/x86_64-lldb-server
Then on host lldbclient.py -r test
Fails as expected with with "operation not permitted"
Change-Id: Ie22f41bb90809c2f9bafaee0be6a151d9b017502