No proper error message if LDAP lookup fails

## Describe the bug

If the lookup in LDAP based on the `PROXY_USER_OIDC_CLAIM` doesn't return a user there is no proper error message in the proxy log and the user is stuck in a redirection loop.

## Steps to reproduce

Steps to reproduce the behavior:

1. Have a setup with OIDC and LDAP
2. Configure LDAP and OIDC in a way that the `PROXY_USER_OIDC_CLAIM` doesn't match between the token value and the user values in LDAP

## Expected behavior
A meaningful error message in the proxy log and no redirect loop.

## Actual behavior
No meaningful error message in the proxy log, just the user service log indicated that the service could find users for some id.

## Setup

3.0.0-alpha.2