[6.1] Fix | Improve error handling when creating performance counters

[edwardneal]

Description

This ports #3623 to the release/6.1 branch. It's as described in the original PR.

Issues

Fixes#3595.

Testing

I've re-run the manual test and confirmed the fix operates in v6.1.

[paulmedynski]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 2 pipeline(s).

[codecov]

Codecov Report

❌ Patch coverage is 66.66667% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 59.96%. Comparing base (7a7b54e) to head (474928e).
⚠️ Report is 12 commits behind head on release/6.1.

Files with missing lines	Patch %	Lines
...oft/Data/SqlClient/Diagnostics/SqlClientMetrics.cs	66.66%	1 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (7a7b54e) and HEAD (474928e). Click for more details.

HEAD has 1 upload less than BASE

Flag	BASE (7a7b54e)	HEAD (474928e)
addons	1	0

Additional details and impacted files

@@ Coverage Diff @@## release/6.1 #3629 +/- ##
===============================================
- Coverage 69.69% 59.96% -9.74% 
===============================================
Files 281 273 -8 Lines 62413 61431 -982 ===============================================
- Hits 43500 36837 -6663 - Misses 18913 24594 +5681 

Flag	Coverage Δ
addons	?
netcore	61.84% <ø> (-10.92%)	⬇️
netfx	63.95% <66.66%> (-5.29%)	⬇️

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