[Bugfix]: correctly propagate errors message caught at the chat_templating step to the client

[gcalmettes]

This PR ensures the error message from the exception caught during the chat templating step is correctly propagated to the client.
The previous implementation converted the error so it is caught in the entrypoints, however, the error message was not propagated, which resulted in an empty message being sent back to the client:

Before:

openai.BadRequestError: Error code: 400 - {'object': 'error', 'message': '', 'type': 'BadRequestError', 'param': None, 'code': 400}

After

openai.BadRequestError: Error code: 400 - {'object': 'error', 'message': 'After the optional system message, conversation roles must alternate user/assistant/user/assistant/...', 'type': 'BadRequestError', 'param': None, 'code': 400}

[github-actions]

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[gcalmettes]

cc: @DarkLight1337, follow up of #16769 to improve the user experience

[DarkLight1337]

Thanks for fixing!