[R] update error messages to use rlang::abort and use bullet points to separate things out

[asfimport]

e.g. abort(c("bla bla", i = "some information", x = "some problem"))

Reporter: Nicola Crane / @thisisnic

_{Note: This issue was originally created as ARROW-12874. Please see the migration documentation for further details.}

[asfimport]

Nicola Crane / @thisisnic:
This is being done as-and-when needed