tests: Error when setgenerate is used on regtest

Ever since #5957 there has been the problem that older RPC test cases
(as can be found plenty in open pulls) use setgenerate() on regtest,
assuming a different interpretation of the arguments. Directly
generating a number of blocks has been split off into a new method
generate - however using setgenerate with the previous arguments will
result in spawning an unreasonable number of threads, and well, simply
not work as expected without clear indication of the error.

Add an error to point the user at the right method.