How to ensure that the docker build fails if an ENV has not been set?
An empty of non existent environment variable is the same thing, there's no reason Docker do not allow you to pass an empty variable as it could be a valid use case.

It's up to your responsibility to ensure needed environment variables are there and give an error message back when not.

Something along the line of:

RUN 'if [ -z "$AN_ENV_VAR" ]; then echo 'Environment variable AN_ENV_VAR must be specified. Exiting.'; exit 1; fi'


You can play with the exit code to automate some actions on failure around your docker build command.