### What changes were proposed in this pull request?
This patch is a followup of SPARK-35463. In SPARK-35463, we output a message to stdout and now we redirect it to stderr.
### Why are the changes needed?
All `echo` statements in `build/mvn` should redirect to stderr if it is not followed by `exit`. It is because we use `build/mvn` to get stdout output by other scripts. If we don't redirect it, we can get invalid output, e.g. got "Skipping checksum because shasum is not installed." as `commons-cli` version.
### Does this PR introduce _any_ user-facing change?
No. Dev only.
### How was this patch tested?
Manually test on internal system.
Closes#32637 from viirya/fix-build.
Authored-by: Liang-Chi Hsieh <viirya@gmail.com>
Signed-off-by: Dongjoon Hyun <dhyun@apple.com>
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