[ML] Enhance error message for snapshot upgrade (#125215) (#125229)

Author: valeriy42

x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/action/TransportUpgradeJobModelSnapshotAction.java

@@ -213,7 +213,8 @@ protected void masterOperation(Task task, Request request, ClusterState state, A
                 && (JobState.CLOSED.equals(MlTasks.getJobState(request.getJobId(), customMetadata)) == false)) {
                 listener.onFailure(
                     ExceptionsHelper.conflictStatusException(
-                        "Cannot upgrade snapshot [{}] for job [{}] as it is the current primary job snapshot and the job's state is [{}]",
+                        "Cannot upgrade snapshot [{}] for job [{}] as it is the current primary job snapshot and the job's state is [{}]. "
+                            + "Please close the job before upgrading the snapshot.",
                         request.getSnapshotId(),
                         request.getJobId(),
                         MlTasks.getJobState(request.getJobId(), customMetadata)