fix: fix error message of MVAD

[serena-ruan]

Summary

fix MVAD error message

Tests

Add test cases

[serena-ruan]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 1 pipeline(s).

[codecov-commenter]

Codecov Report

Merging #1448 (fa9fcc4) into master (435e99c) will increase coverage by 0.08%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1448      +/-   ##
==========================================
+ Coverage   84.58%   84.67%   +0.08%     
==========================================
  Files         288      288              
  Lines       14335    14338       +3     
  Branches      701      712      +11     
==========================================
+ Hits        12125    12140      +15     
+ Misses       2210     2198      -12     

Impacted Files	Coverage Δ
...se/ml/cognitive/MultivariateAnomalyDetection.scala	89.42% <100.00%> (+0.58%)	⬆️
.../execution/streaming/continuous/HTTPSourceV2.scala	92.44% <0.00%> (+0.35%)	⬆️
...crosoft/azure/synapse/ml/io/http/HTTPClients.scala	69.69% <0.00%> (+15.15%)	⬆️

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