(Re)Add helpful error message when failing to return a Lucky::Response in an action

See https://github.com/luckyframework/lucky/issues/437

> It seems this may be an issue in Crystal, but I need more time to track
it down. For now, I'm going to remove this special error-handling and
add it back later. That's better than giving people incorrect
instructions. Note that a compile-time error will still be raised, it
will just be a generic Crystal error.

This would be reverted and fixed:
https://github.com/luckyframework/lucky/pull/459/commits/43c2ed11913c98bf6a18a9b30ae85314d6def97d

Start by reading issue #437 and the referenced commit from pull request #459, since no source files or tests are named here. Determine the intended compile-time error behavior and verify that the restored message gives correct instructions without regressing Crystal compilation.

Written by the indexing model from the issue text.