[R] read_parquet shows misleading message about url scheme when reading from s3 failed

When reading from s3 failed, the error message user get is 
> Error in url(file, open = "rb") : URL scheme unsupported by this method
The reason is in arrow:::make_readable_file, the code tries to create a filesystem from path and if this step failed, it tries to run is_url which doesn't supports s3. s3 reading can fail due to many reasons, from auth to s3 path doesn't exist. The request is to make the error message more useful. 

 
> > arrow:::make_readable_filefunction (file, mmap = TRUE)
> \{
> if (inherits(file, "SubTreeFileSystem")) {
> filesystem <- file$base_fs
> path <- sub("/$", "", file$base_path)
> file <- filesystem$OpenInputFile(path)
> }
> else if (is.string(file)) \{
> if (is_url(file)) {
> file <- tryCatch({
> fs_and_path <- FileSystem$from_uri(file)
> fs_and_path$fs$OpenInputFile(fs_and_path$path)
> }, error = function(e) \{
> MakeRConnectionInputStream(url(file, open = "rb"))
> })
> }

**Reporter**: [Alex Deng](https://issues.apache.org/jira/browse/ARROW-17761)

_{**Note**: *This issue was originally created as [ARROW-17761](https://issues.apache.org/jira/browse/ARROW-17761). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start at the arrow:::make_readable_file entry point shown in the issue and trace the FileSystem$from_uri error path for an s3 input. Reproduce a failed s3 read, then verify that the resulting message describes the underlying read failure rather than reporting an unsupported URL scheme.

Written by the indexing model from the issue text.