[SPARK-40890][SQL][TESTS] Check error classes in DataSourceV2SQLSuite

### What changes were proposed in this pull request?
This PR aims to replace 'intercept' with 'Check error classes' in DataSourceV2SQLSuite.

### Why are the changes needed?
The changes improve the error framework.

### Does this PR introduce _any_ user-facing change?
No.

### How was this patch tested?
By running the modified test suite:
```
$ build/sbt "test:testOnly *DataSourceV2SQLSuite"
```

Closes apache#38439 from panbingkun/SPARK-40890.

Authored-by: panbingkun <[email protected]>
Signed-off-by: Max Gekk <[email protected]>

Author: panbingkun