Resolve "lint-changelog-yaml error message is useless"

What does this MR do?

Adds exception message to lint-changelog-yaml so a developer could read error messages without additional investigation.

Why was this MR needed?

Improves developer workflow.

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests added for this feature/bug
• Review
  • Has been reviewed by UX
  • Has been reviewed by Frontend
  • Has been reviewed by Backend
  • Has been reviewed by Database
• Conform by the merge request performance guides
• Conform by the style guides
• Squashed related commits together
• Internationalization required/considered

What are the relevant issue numbers?

Closes #41359 (closed)