Improve exception when requested error tag does not exist (#22401)

[bvolpato]

After 2.40.0 (this PR #17423), there are three to get the failed inserts from a BigQueryIO Write, as it was now added a specific tag/PCollection when using the write method via Storage API (STORAGE_WRITE_API or STORAGE_API_AT_LEAST_ONCE).

The exception when the requested tag is null is misleading now, as it explicitly says that the other method should be used. However, in the case of Storage API, the recommended method won't work either.

Closes #22401

---

Thank you for your contribution! Follow this checklist to help us incorporate your contribution quickly and easily:

• Choose reviewer(s) and mention them in a comment (R: @username).
• Mention the appropriate issue in your description (for example: addresses #123), if applicable. This will automatically add a link to the pull request in the issue. If you would like the issue to automatically close on merging the pull request, comment fixes #<ISSUE NUMBER> instead.
• Update CHANGES.md with noteworthy changes.
• If this contribution is large, please file an Apache Individual Contributor License Agreement.

See the Contributor Guide for more tips on how to make review process smoother.

To check the build health, please visit https://github.com/apache/beam/blob/master/.test-infra/BUILD_STATUS.md

GitHub Actions Tests Status (on master branch)

See CI.md for more information about GitHub Actions CI.

[bvolpato]

R: @reuvenlax

Do you think the generic message "use a or b" is enough? Just to avoid giving a wrong recommendation.
I thought about explicitly checking what PCollection is available, but that may be too much.

[github-actions]

Stopping reviewer notifications for this pull request: review requested by someone other than the bot, ceding control

[johnjcasey]

Thanks for finding this and adding improved logs. This LGTM, please LMK if there is any reason to hold off on merging, otherwise I'll merge this in tomorrow

[bvolpato]

@johnjcasey Yes, this can be merged. Thanks!