Should PowerShell `$ErrorActionPreference` default to `Stop`?

Zendesk: https://gitlab.zendesk.com/agent/tickets/113162

Currently, it seems the default for the Runner PowerShell variable $ErrorActionPreference is Continue. If users want GitLab CI to register a failure properly then they must set the value to Stop at the beginning of their scripts.

• Why is the default Continue?
• Should we change it to Stop?

If we retain the default we should probably add something to the docs making this more explicit along with the rationale.

cc/ @steveazz From our discussion in Slack.