Error message cleaning: Improve error messages around bare raises

[matthewfeickert]

This should get a better error message, but let's make this a whole separate Issue where we do some cleaning.

Try to make error messages less opaque by giving some descriptive error messages anytime something is raised

Originally posted by @matthewfeickert in https://github.com/scikit-hep/pyhf/pull/1639#r734727463