Improve error message when loading file.

[ericpre]

Progress of the PR

• improve error message when the file can't be found.
• update tests,
• ready for review.

[codecov]

Codecov Report

Merging #2597 (c159bee) into RELEASE_next_patch (48e7c1c) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@                 Coverage Diff                 @@
##           RELEASE_next_patch    #2597   +/-   ##
===================================================
  Coverage               76.30%   76.30%           
===================================================
  Files                     202      202           
  Lines                   29602    29603    +1     
  Branches                 6461     6461           
===================================================
+ Hits                    22589    22590    +1     
  Misses                   5236     5236           
  Partials                 1777     1777           

Impacted Files	Coverage Δ
hyperspy/io.py	82.92% <100.00%> (+0.06%)	⬆️

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[jlaehne]

LGTM