##### SUMMARY
If `callback_whitelist` contains a FQCN that does not exist, Ansible will crash:
```
ERROR! Unexpected Exception, this is probably a bug: 'NoneType' object has no attribute 'set_options'
the full traceback was:

Traceback (most recent call last):
  File "ansible/bin/ansible-playbook", line 123, in <module>
    exit_code = cli.run()
  File "ansible/lib/ansible/cli/playbook.py", line 127, in run
    results = pbex.run()
  File "ansible/lib/ansible/executor/playbook_executor.py", line 99, in run
    self._tqm.load_callbacks()
  File "ansible/lib/ansible/executor/task_queue_manager.py", line 165, in load_callbacks
    callback_obj.set_options()
AttributeError: 'NoneType' object has no attribute 'set_options'
```
This happens since #66128 (unsurprisingly). This is easy to fix by changing line 165 to
```
            if callback_obj is not None:
                callback_obj.set_options()
```
but this only fixes the symptom (crash), not the cause (no handling when callback not found).

I guess a better behavior would be to:
```
            if callback_obj is None:
                raise AnsibleError("Cannot find callback: %s" % callback_plugin_name)
```
or at least print a warning. Since I'm not sure what the correct behavior is, I'm creating this issue.

##### ISSUE TYPE
- Bug Report

##### COMPONENT NAME
lib/ansible/executor/task_queue_manager.py

##### ANSIBLE VERSION
```paste below
2.9
devel
```

'''
        Iterates over the roles/tasks in a play, using the given (or default)
        strategy for queueing tasks. The default is the linear strategy, which
        operates like classic Ansible by keeping all hosts in lock-step with
        a given task (meaning no hosts move on to the next task until all hosts
        are done with the current task).
        '''
        if not self._callbacks_loaded:
            self.load_callbacks()
        all_vars = self._variable_manager.get_vars(play=play)
        warn_if_reserved(all_vars)
        templar = Templar(loader=self._loader, variables=all_vars)
        new_play = play.copy()
        new_play.post_validate(templar)
        new_play.handlers = new_play.compile_roles_handlers() + new_play.handlers
        self.hostvars = HostVars(
            inventory=self._inventory,
            variable_manager=self._variable_manager,
            loader=self._loader,
        )
        play_context = PlayContext(new_play, self.passwords, self._connection_lockfile.fileno())
        if (self._stdout_callback and
                hasattr(self._stdout_callback, 'set_play_context')):
            self._stdout_callback.set_play_context(play_context)
        for callback_plugin in self._callback_plugins: