Better error message for OOB result
Closes #31774

LGTM The doc build failure is unrelated:

```
2020-03-09T21:49:05.9460052Z WARNING: failed to reach any of the inventories with the following issues:
2020-03-09T21:49:05.9461222Z intersphinx inventory 'https://pandas-gbq.readthedocs.io/en/latest/objects.inv' not fetchable due to <class 'requests.exceptions.HTTPError'>: 502 Server Error: Bad Gateway for url: https://pandas-gbq.readthedocs.io/en/latest/objects.inv
2020-03-09T21:49:09.4756947Z WARNING: failed to reach any of the inventories with the following issues:
2020-03-09T21:49:09.4758680Z intersphinx inventory 'https://dateutil.readthedocs.io/en/latest/objects.inv' not fetchable due to <class 'requests.exceptions.HTTPError'>: 502 Server Error: Bad Gateway for url: https://dateutil.readthedocs.io/en/latest/objects.inv
``` very nice @TomAugspurger 