Check datadog_checks to avoid misconfiguration

[soar]

A misconfiguration like:

roles:
  - { name: datadog.datadog, datadog_checks: _datadog_checks }

leads to looping over a string and creating a lot of directories in /etc/datadog-agent/conf.d/. I propose to add a check for this.

[bkabrda]

Hey 👋 thanks a lot for the PR. It looks good, I just suggested a small change that would ensure the name of the task is a little bit more descriptive. If that looks good to you, let's get it applied and merged.