cmake: fix confusing error when a dependency is undetected in curl-config.cmake

[vszakats]

Fixing:

CMake Error at /path/to/CURL/CURLConfig.cmake:190 (get_target_property):
  get_target_property() called with non-existent target "CURL::libssh2".

and replacing it with the clearer message:

CMake Error at /path/to/CURL/CURLTargets.cmake:61 (set_target_properties):
  The link interface of target "CURL::libcurl_static" contains:

    CURL::libssh2

  but the target was not found.  Possible reasons include:
[...]

Reported-by: Val S.
Ref: #20729
Follow-up to 16f073e #16973

---

https://github.com/curl/curl/pull/20737/files?w=1

[vszakats]

Maybe useful information that this bug happened in compatibility
code specifically written for old cmake versions, and planned to be
dropped via #20407.