[cli] Provide user feedback when protected resources can't be deleted

[stack72]

Fixes: #4662

Before:

Diagnostics:
  random:index:RandomPassword (test):
    error: Preview failed: refusing to delete protected resource 'urn:pulumi:dev::test-protected-resource::random:index/randomPassword:RandomPassword::test'

  pulumi:pulumi:Stack (test-protected-resource-dev):
    error: preview failed

After:

Diagnostics:
  pulumi:pulumi:Stack (test-protected-resource-dev):
    error: preview failed

  random:index:RandomPassword (test):
    error: Preview failed: unable to delete resource "urn:pulumi:dev::test-protected-resource::random:index/randomPassword:RandomPassword::test"
    as it is currently marked for protection. To unprotect the resource, either remove the protection bit from your Pulumi application or use the command:
    `pulumi state unprotect urn:pulumi:dev::test-protected-resource::random:index/randomPassword:RandomPassword::test`