Add DenonAvr missing error message

[starkillerOG]

Breaking change

Proposed change

Add missing error message, usefull for better issue reporting for users.

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Example entry for configuration.yaml:

# Example configuration.yaml

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue: cannot add denonavr integration using new config flow after 0.112.0 upgrade #37351
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io

If the code communicates with devices, web services, or third-party tools:

• The manifest file has all fields filled out correctly.
  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• Untested files have been added to .coveragerc.

The integration reached or maintains the following Integration Quality Scale:

• No score or internal
• 🥈 Silver
• 🥇 Gold
• 🏆 Platinum

[probot-home-assistant]

Hey there @scarface-4711, mind taking a look at this pull request as its been labeled with an integration (denonavr) you are listed as a codeowner for? Thanks!
_{^{(message by CodeOwnersMention)}}

[MartinHjelmare]

Thanks!