Improve error message for missing response

[oyvindeide]

Got a question about a confusing error message, so suggest an improvement.

• PR title captures the intent of the changes, and is fitting for release notes.
• Added appropriate release note label
• Commit history is consistent and clean, in line with the contribution guidelines.
• Make sure tests pass locally (after every commit!)

When applicable

• When there are user facing changes: Updated documentation
• New behavior or changes to existing untested code: Ensured that unit tests are added (See Ground Rules).
• Large PR: Prepare changes in small commits for more convenient review
• Bug fix: Add regression test for the bug
• Bug fix: Create Backport PR to latest release