Improve error messages in Target-based GateDirection pass (backport #9787)

[mergify]

This is an automatic backport of pull request #9787 done by Mergify.
Cherry-pick of 648da26 has failed:

On branch mergify/bp/stable/0.23/pr-9787
Your branch is up to date with 'origin/stable/0.23'.

You are currently cherry-picking commit 648da26c6.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	modified:   test/python/transpiler/test_gate_direction.py

Unmerged paths:
  (use "git add <file>..." to mark resolution)
	both modified:   qiskit/transpiler/passes/utils/gate_direction.py

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/github/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

---

Mergify commands and options

More conditions and actions can be found in the documentation.

You can also trigger Mergify actions by commenting on this pull request:

• @Mergifyio refresh will re-evaluate the rules
• @Mergifyio rebase will rebase this PR on its base branch
• @Mergifyio update will merge the base branch into this PR
• @Mergifyio backport <destination> will backport this PR on <destination> branch

Additionally, on Mergify dashboard you can:

• look at your merge queues
• generate the Mergify configuration with the config editor.

Finally, you can contact us on https://mergify.com

[qiskit-bot]

Thank you for opening a new pull request.

Before your PR can be merged it will first need to pass continuous integration tests and be reviewed. Sometimes the review process can be slow, so please be patient.

While you're waiting, please feel free to review other open PRs. While only a subset of people are authorized to approve pull requests for merging, everyone is encouraged to review open pull requests. Doing reviews helps reduce the burden on the core team and helps make the project's code better for everyone.

One or more of the the following people are requested to review this:

• @Qiskit/terra-core