[PYTHON] [MINOR] List modules in PySpark tests when given bad name

[jkbradley]

Output list of supported modules for python tests in error message when given bad module name.

CC: @davies

[SparkQA]

Test build #43615 has finished for PR 9088 at commit 85cf1ca.

• This patch fails PySpark unit tests.
• This patch merges cleanly.
• This patch adds no public classes.

[davies]

LGTM, will merge it later.

[SparkQA]

Test build #1892 has finished for PR 9088 at commit 85cf1ca.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.