ERR: improve error message for unsupported reductions
Follow-up on https://github.com/pandas-dev/pandas/pull/44737: keeping the change to use "not supported", but removing the class name (end users only know dtypes, not array class names)

Will update the tests if there is agreement on the message.
sure > Will update the tests if there is agreement on the message.

yes please. @jorisvandenbossche if you'd fixup and rebase when you can @jorisvandenbossche can you follow up and rebase This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Thanks for the pull request, but it appears to have gone stale. Feel free to reopen when you have time to merge main and address the corresponding test.
