Misleading error message when using a local table in a correlated subquery

This error message occurs only in case of correlated subqueries, but it talks of "direct joins" and suggest using a subquery as a solution.
```
postgres=# SELECT (SELECT count(*) FROM local WHERE local.x = test.x) FROM test;
ERROR: direct joins between distributed and local tables are not supported
HINT: Use CTE's or subqueries to select from local tables and use them in joins
```

Start by reproducing the provided correlated-subquery query against Citus and trace the error path for joins between distributed and local tables. Determine why this case produces the direct-joins message and hint; done means the message accurately describes correlated subqueries and a regression test covers the example.

Written by the indexing model from the issue text.