multitenant: cleaner error messaging around missing capabilities

I created a serverless cluster using 24.3.3 version and then attempted to IMPORT a csv file using `nodelocal`. First, I tried `nodelocal://self/file.csv` which gave me an error
```
ERROR: failed to create blob client: node ID 0 not supported
```
Then I modified the IMPORT query to use `nodelocal//1/file.csv`, and the IMPORT started hanging. I ctrl-c'ed the shell, and inspected the jobs and found
```
pausing due to error; use RESUME JOB to try to proceed once the issue is resolved, or CANCEL JOB to rollback: exhausted retries: rpc error: code = Unknown desc = client tenant does not have capability to use nodelocal storage
```
for the IMPORT job.

IIUC there is really no way of supporting `nodelocal` storage in serverless, but it still would be nice if we had a better UX around this.

This was reported internally [here](https://cockroachlabs.slack.com/archives/C01RX2G8LT1/p1739227421779189).

cc @stevendanna in case you have some thoughts

Jira issue: CRDB-47810