feat: Error on blank chain-id in multisign command (cosmos#9593)

Error on `tx multisign` command if chain-id is blank. This is a common cause of signature verification failures when combining signatures and the error message doesn't provide any clues to this common cause.

I have...

- [x] included the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title
- [x] added `!` to the type prefix if API or client breaking change
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- [ ] added a changelog entry to `CHANGELOG.md`
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- [ ] updated the relevant documentation or specification
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### Reviewers Checklist

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I have...

- [ ] confirmed the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title
- [ ] confirmed `!` in the type prefix if API or client breaking change
- [ ] confirmed all author checklist items have been addressed 
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- [ ] reviewed API design and naming
- [ ] reviewed documentation is accurate
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- [ ] manually tested (if applicable)

CHANGELOG.md

@@ -46,6 +46,9 @@ Ref: https://keepachangelog.com/en/1.0.0/
 * (client/tx) [\#9421](https://github.com/cosmos/cosmos-sdk/pull/9421/) `BuildUnsignedTx`, `BuildSimTx`, `PrintUnsignedStdTx` functions are moved to
   the Tx Factory as methods.
 
+### Improvements
+* (cli) [\#9593](https://github.com/cosmos/cosmos-sdk/pull/9593) Check if chain-id is blank before verifying signatures in multisign and error.
+
 ## [v0.43.0-rc0](https://github.com/cosmos/cosmos-sdk/releases/tag/v0.43.0-rc0) - 2021-06-25
 
 ### Features

x/auth/client/cli/tx_multisign.go

@@ -109,6 +109,10 @@ func makeMultiSignCmd() func(cmd *cobra.Command, args []string) (err error) {
 				return err
 			}
 
+			if txFactory.ChainID() == "" {
+				return fmt.Errorf("set the chain id with either the --chain-id flag or config file")
+			}
+
 			signingData := signing.SignerData{
 				ChainID:       txFactory.ChainID(),
 				AccountNumber: txFactory.AccountNumber(),