Add missing checks on mj_loadXML() in engine tests and minor cleanup

[giusenso]

For all tests under test/engine/:

1. add all missing checks on the output of mj_loadXML(). For all test files, the already-in-place error logic/message was respected (where reasonable);
2. clean up minor inconsistencies and maintainability issues.

[giusenso]

Ready for review @yuvaltassa