Plugins: Wrap original check health error

[grafanabot]

Backport 62ee1fa from #69944

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What is this feature?

Wrap the original health check error

Why do we need this feature?

[Add a description of the problem the feature is trying to solve.]

Who is this feature for?

[Add information on what kind of user the feature is for.]

Which issue(s) does this PR fix?:

Fixes #69765

Special notes for your reviewer:

Please check that:

• It works as expected from a user's perspective.
• If this is a pre-GA feature, it is behind a feature toggle.
• The docs are updated, and if this is a notable improvement, it's added to our What's New doc.

[marefr]

LGTM