[SPARK-40785][SQL][TESTS] Check error classes in ExpressionParserSuite

### What changes were proposed in this pull request?
This PR aims to replace 'intercept' with 'Check error classes' in ExpressionParserSuite.

### Why are the changes needed?
The changes improve the error framework.

### Does this PR introduce _any_ user-facing change?
No.

### How was this patch tested?
By running the modified test suite:
```
$ build/sbt "test:testOnly *ExpressionParserSuite"
```

Closes #38265 from panbingkun/SPARK-40785.

Authored-by: panbingkun <pbk1982@gmail.com>
Signed-off-by: Max Gekk <max.gekk@gmail.com>