[lldb] Fix a crasher when using the public API. (#80508)

A user found a crash when they would do code like:
```
(lldb) script
>>> target = lldb.SBTarget()
>>> lldb.debugger.SetSelectedTarget(target)
```

We were not checking if the target was valid in and it caused a crash..

lldb/test/API/python_api/target/TestTargetAPI.py

@@ -526,3 +526,9 @@ class TargetAPITestCase(TestBase):
                 target.IsLoaded(module),
                 "Running the target should " "have loaded its modules.",
             )
+
+    @no_debug_info_test
+    def test_setting_selected_target_with_invalid_target(self):
+        """Make sure we don't crash when trying to select invalid target."""
+        target = lldb.SBTarget()
+        self.dbg.SetSelectedTarget(target)