Get-AzRoleAssignment or Get-Az* unclear role permission error

Issue opened to track Azure feedback: https://feedback.azure.com/forums/34192--general-feedback/suggestions/42007063-get-azroleassignment-or-get-az-unclear-role-permi

> When there is an SPN or an User trying to run the command Get-AzRoleAssignment or Get-Az*, and there are lacking some role permissions or directory roles, the error returned by PowerShell is:'Microsoft.Rest.Azure.CloudException' was thrown. Even though after diving through the SPN permissions this was resolved, the customer has a very STRONG feedback about this, complaining that the error is not giving the proper and needed message. They would expect something like: The object.. needs... permissions...a/b/c.
> Can you change this?