#7211 @dsm2173 @jmp392 updated KeyError text to be more informative i…
…n this particular common error type

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

closing. not really sure what motiviated this PR. sure we want informative error messages, but at a high  level, so this would need to be shown as a problem in user code. changing at such a low level is generally not great as indicted by @toobaz comments.