Provide more verbose empty config error for all config load actions

[soltysh]

What type of PR is this?
/kind cleanup

What this PR does / why we need it:
This is a followup to #86173 and #89913. Previous fixes provided more verbose error only when invoking ToRESTConfig this wraps the ClientConfig which intercepts error and returns the more verbose version for every call of the ClientConfig interface.

I found it when invoking kubectl get without a valid kubeconfig, and basically every command which invokes method other than ToRESTConfig will be susceptible to this error.

Special notes for your reviewer:
/assign @liggitt @zhouya0

Does this PR introduce a user-facing change?:

NONE

[soltysh]

/sig cli
/priority backlog

[k8s-ci-robot]

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[zhouya0]

/retest
/lgtm

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