Add messages for OS drive permission errors on game launch

Your system information

• Steam client version (build number or date): Apr 4 2020, at 00:37:27
• Distribution (e.g. Ubuntu): Pop!_OS 19.10
• Opted into Steam client beta?: No
• Have you checked for system updates?: Yes

Please describe your issue in as much detail as possible:

Installed a game on a separate NTFS HDD in additional SteamLibrary. Games didn't launch with Proton, just went through preparation progress bar modal and silently refused to launch. After a couple of days and troubleshooting threads on Reddit I finally went to check error.log and found out that I didn't have enough permissions to work with the drive. Fixed with editing fstab.

Steps for reproducing this issue:

1. Install Steam for Linux client
2. Enable Steam Play for all other titles
3. Install a non-native game (e.g. ASTRONEER, DOOM 2016) on a secondary drive (not the one with the system, e.g. /mnt/data)
4. Try to launch installed game from Steam client

Start with the launch flow described in the reproduction steps and compare its silent failure with the permissions error recorded in error.log. Check how SteamLibrary paths on secondary NTFS drives are handled, then verify that insufficient OS permissions produce a user-facing message instead of silently refusing to launch.