MINOR - Update exception in PipelineServiceClientFactory

[pmbrull]

Describe your changes:

Fixes

I worked on ... because ...

Type of change:

• Bug fix
• Improvement
• New feature
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• Documentation

Checklist:

• I have read the CONTRIBUTING document.
• My PR title is Fixes <issue-number>: <short explanation>
• I have commented on my code, particularly in hard-to-understand areas.
• For JSON Schema changes: I updated the migration scripts or explained why it is not needed.

[github-actions]

The Java checkstyle failed.

Please run mvn spotless:apply in the root of your repository and commit the changes to this PR.
You can also use pre-commit to automate the Java code formatting.

You can install the pre-commit hooks with make install_test precommit_install.

[sonarqubecloud]

Quality Gate passed for 'open-metadata-ingestion'

Kudos, no new issues were introduced!

0 New issues
0 Security Hotspots
No data about Coverage
No data about Duplication

See analysis details on SonarCloud