How to check if a Customizer setting is set?

Adding an action will fire the function regardless, but you can add an if statement to see if the value has been set. This way the tag will not fire if the value is not set

function chrome_theme_meta() {
$chrome_theme = get_theme_mod( 'chrome_theme', '' );
  if(!empty($chrome_theme){//test to see if a value is set
    echo '<meta name="theme-color" content="', get_theme_mod( 'chrome_theme', '' ), '">';
  }
}
add_action('wp_head', 'chrome_theme_meta');

Alternately, the second (empty) parameter of get_theme_mod( 'chrome_theme', '' ) is a fallback, so you could assign a default value if the setting has not been set.