### Summary

To reproduce, run these commands where `ns.col` is the name of a collection you do not have installed and the value of `-p` is a valid collection path that exists:

`ansible-galaxy collection list ns.col -p collections/`
`$?`

The output of $? on devel is 0, but since the collection wasn't found it should be 1. The same issue exists for listing specific roles that do not exist.

To fix:
1. [This method](https://github.com/ansible/ansible/blob/stable-2.14/lib/ansible/cli/galaxy.py#L1494-L1502) needs to return the correct exit code from `execute_list_role` and `execute_list_collection`.

2. `execute_list_collection` and `execute_list_role` will need to be fixed to return 1 if a collection/role was requested and not found.
For example, on [this line ](https://github.com/ansible/ansible/blob/stable-2.14/lib/ansible/cli/galaxy.py#L1680) add
```python
        if not collection_found and collection_name:
            return 1
```

3. Add a new test to [this file](https://github.com/ansible/ansible/blob/stable-2.14/test/integration/targets/ansible-galaxy-collection/tasks/list.yml), similar to [this one](https://github.com/ansible/ansible/blob/stable-2.14/test/integration/targets/ansible-galaxy-collection/tasks/list.yml#L111-L116) that lists a single collection that does not exist. Then add an assert task following it to test that the command result's rc is 1.

4. Add a `bugfixes` [changelog fragment](https://docs.ansible.com/ansible/latest/community/development_process.html#creating-a-changelog-fragment).

### Issue Type

Bug Report

### Component Name

ansible-galaxy

### Ansible Version

```console
$ ansible --version
ansible [core 2.15.0.dev0]
```


### Configuration

```console
# if using a version older than ansible-core 2.12 you should omit the '-t all'
$ ansible-config dump --only-changed -t all
```


### OS / Environment

N/A

### Steps to Reproduce

<!--- Paste example playbooks or commands between quotes below -->
```bash (paste below)
ansible-galaxy collection list ns.col -p collections/
$?
```

### Expected Results

1

### Actual Results

```console
0
```


### Code of Conduct

- [X] I agree to follow the Ansible Code of Conduct
import_parser = parser.add_parser('import', parents=parents, help='Import a role into a galaxy server')
        import_parser.set_defaults(func=self.execute_import)
        import_parser.add_argument('--no-wait', dest='wait', action='store_false', default=True,
                                   help="Don't wait for import results.")
        import_parser.add_argument('--branch', dest='reference',
                                   help='The name of a branch to import. Defaults to the repository\'s default branch '
                                        '(usually master)')
        import_parser.add_argument('--role-name', dest='role_name',
                                   help='The name the role should have, if different than the repo name')
        import_parser.add_argument('--status', dest='check_status', action='store_true', default=False,
                                   help='Check the status of the most recent import request for given github_'
                                        'user/github_repo.')
    def add_setup_options(self, parser, parents=None):
        setup_parser = parser.add_parser('setup', parents=parents,
                                         help='Manage the integration between Galaxy and the given source.')
        setup_parser.set_defaults(func=self.execute_setup)
        setup_parser.add_argument('--remove', dest='remove_id', default=None,
                                  help='Remove the integration matching the provided ID value. Use --list to see '
                                       'ID values.')
        setup_parser.add_argument('--list', dest="setup_list", action='store_true', default=False,
                                  help='List all of your integrations.')
        setup_parser.add_argument('source', help='Source')
        setup_parser.add_argument('github_user', help='GitHub username')
        setup_parser.add_argument('github_repo', help='GitHub repository')
        setup_parser.add_argument('secret', help='Secret')
    def add_info_options(self, parser, parents=None):