ENH: improve optional import error message #24009

Job	Run time
python-dev	0s
Linux-Musl	15m 31s
Linux-32-bit	18m 49s
Locale: it_IT	23m 32s
Pyodide build	23m 36s
ubuntu-24.04 actions-312.yaml	44m 28s
Numpy Dev	17m 2s
Future infer strings	43m 56s
ubuntu-24.04-arm actions-312.yaml	35m 3s
ubuntu-24.04 actions-310.yaml	46m 19s
Locale: zh_CN	23m 57s
ubuntu-24.04-arm actions-313.yaml	35m 46s
Future infer strings (without pyarrow)	38m 24s
Downstream Compat	5m 57s
Pypy	1m 27s
ubuntu-24.04 actions-313.yaml	47m 32s
ubuntu-24.04-arm actions-310.yaml	34m 54s
Minimum Versions	24m 8s
ubuntu-24.04 actions-311.yaml	44m 15s
Pyarrow Nightly	20m 26s
ubuntu-24.04-arm actions-311.yaml	37m 28s
Freethreading	21m 11s
macos-14 actions-311.yaml	18m 46s
windows-latest actions-311.yaml	35m 50s
macos-13 actions-311.yaml	35m 42s
macos-13 actions-312.yaml	22m 34s
windows-latest actions-313.yaml	42m 48s
macos-14 actions-313.yaml	18m 30s
macos-13 actions-310.yaml	25m 23s
windows-latest actions-310.yaml	34m 28s
windows-latest actions-312.yaml	36m 12s
macos-13 actions-313.yaml	27m 41s
macos-14 actions-312.yaml	24m 43s
macos-14 actions-310.yaml	25m 12s
	15h 51m 30s

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