io/msgpack: Raise a more informative exception on file not found
- [x] closes #27160
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Okay, requested fixes should be in place now:
 - Fixed CI
 - Removed test and instead amended `TestIOCommon`
 - Added `whatsnew` entry
 - Added comment in `packers.py` indicating bug @smspillaz looks like there are some merge conflicts - can you clean those up? Can be closed as #27201 was merged which fixes the same issue