BUG: Improve error message when `tansfrom()` with incorrect axis

[luke396]

• [x] closes #58474 (Replace xxxx with the GitHub issue number)
• [ ] Tests added and passed if fixing a bug or adding a new feature
• [ ] All code checks passed.
• [ ] Added type annotations to new arguments/methods/functions.
• [ ] Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[Aloqeely]

@rhshadrach thoughts?

[rhshadrach]

Thanks @luke396