ZE-FTP: Avoid throwing empty error when we know the reason of the failure

[zFernand0]

There are multiple instances where we throw empty error in the FTP extension.
Since we know what happened, it'd be good to throw the error in case other APIs are expecting more information.
Example:
https://github.com/zowe/vscode-extension-for-zowe/blob/4aa6d95ec6d86a9cd818a6fb19b6c4d8e172de79/packages/zowe-explorer-ftp-extension/src/ZoweExplorerFtpUssApi.ts#L76

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[JillieBeanSim]

fixed with PR #2321