Show a more helpful error message if missing locales

[tony]

ValueError: Session requires a session_id

When encountering #757 and os.getenv doesn't show LANG, LANGUAGE and LC_ALL set, e.g. mismatching or missing attributes:

LANG=en_IN
LANGUAGE=
LC_CTYPE="en_IN"
LC_NUMERIC=en_IN.UTF-8
LC_TIME=en_IN.UTF-8
LC_COLLATE="en_IN"
LC_MONETARY=en_IN.UTF-8
LC_MESSAGES="en_IN"
LC_PAPER=en_IN.UTF-8
LC_NAME="en_IN"
LC_ADDRESS="en_IN"
LC_TELEPHONE="en_IN"
LC_MEASUREMENT=en_IN.UTF-8
LC_IDENTIFICATION="en_IN"
LC_ALL=

1. Find out what combination of these causes the issue
2. When to raise a warning
3. When an error is encountered, when to upcast the error to something more helpful to the user
4. See if this is really something that should be done on the libtmux side