Use errors.join for error messages

What does this MR do?

Replaces string concatenation for errors with the more idiomatic errors.join.

What are the relevant issue numbers?

Cleanup error handing in ruleset package (gitlab-org/gitlab#575123) • Adam Cohen • 18.6

Does this MR meet the acceptance criteria?

• [-] Changelog entry added
• Documentation created/updated for GitLab EE, if necessary
• Documentation created/updated for this project, if necessary
• Documentation reviewed by technical writer or follow-up review issue created
• Tests updated/added for this feature/bug
• Job definition updated, if necessary
  • Auto-DevOps template
  • Job definition example
  • CI Templates
• Conforms to the code review guidelines
• Conforms to the Go guidelines
• Security reports checked/validated by reviewer