chore: improve API error message

[marandaneto]

💡 Motivation and Context

. isn't helpful since it was inferred from the message only.
https://posthog.com/questions/not-able-to-trigger-any-event
#skip-changelog

💚 How did you test it?

📝 Checklist

• I reviewed the submitted code.
• I added tests to verify the changes.
• I updated the docs if needed.
• No breaking change or entry added to the changelog.

[pauldambra]

🚢