I think it would be cool if jenkins were to fail if unable to checkout the required code from submodules. It seems like in every case I can think of this will probably result in the test failing later but in a more cryptic way.
For example: this test https://integration.wikimedia.org/ci/job/mediawiki-extensions-php70-jessie/3550/console mentioned in T198973 seems to fail because of missing files but under setup-zuul-submodules at around '14:39:05' it's clear that the failure is really caused by 'fatal: reference is not a tree: 7581ce4c6f98a36209bebb8e2d4f4158c943c629'