With the new pg_upgrade --clone, if we are going to end up throwing the error "file cloning not supported on this platform" (which seems to depend only on ifdefs) I think we should throw it first thing, before any other checks are done and certainly before pg_dump gets run.
This might result in some small amount of code duplication, but I think it would be worth the cost.
For cases where we might throw "could not clone file between old and new data directories", I wonder if we shouldn't do some kind of dummy copy to catch that error earlier, as well. Maybe that one is not worth it.