Better error messages when forgetting to load extension #14991

Job	Run time
clang format	37s
python lint check	22s
rustfmt check	19s
sanity checks	14s
shell test	13m 33s
clang tidy & clangd diagnostics check	19m 2s
rust build & test	1h 3m 55s
generate binary dataset	2m 57s
webassembly build & test	28m 28s
clang build & test	16m 58s
gcc build & test	17m 58s
code coverage	33m 41s
apple clang build & test	11m 9s
msvc build & test	35m 43s
macos extension test	2m 16s
clang build & test with page_size_log2=16	10m 6s
clang build & test with page_size_log2=18	9m 20s
gcc build & test with asan	35m 14s
gcc build & test in-mem only with various vector size	7m 8s
linux extension test	24m 35s
benchmark / benchmark	12m 25s
report benchmark result	3s
windows extension test	8m 7s
	5h 54m 10s

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