convert errors to use cli

[errors to convert](https://github.com/search?q=repo%3Atidymodels%2Frules++abort&type=code) 

Good examples can be found in tidymodels/dials#315

We encourage folks to use [chores](https://simonpcouch.github.io/chores/) package for this since it has an existing [helper](https://simonpcouch.github.io/chores/reference/cli_helper.html)