Mailchimp block: Indicate no active list when attempting to re-check connection

[arunsathiya]

Steps to reproduce

• Start with a WordPress.com site or a Jetpack site
• Add a Mailchimp block on a post/page
• With no list connected so far, click on Re-check connection.

What is expected

A message that there is no list connected so far is shown, and possibly point user to https://wordpress.com/sharing as well to do that.

What happens instead

No such message.