[MagenticOne] Report the error reason in the exception and skip the s…

[smalltalkman]

…econd check if an error exists

Why are these changes needed?

Related issue number

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://github.com/microsoft/autogen/blob/main/CONTRIBUTING.md to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[codecov]

Codecov Report

❌ Patch coverage is 33.33333% with 4 lines in your changes missing coverage. Please review.
✅ Project coverage is 81.21%. Comparing base (13e144e) to head (47b5fc2).

Files with missing lines	Patch %	Lines
...p_chat/_magentic_one/_magentic_one_orchestrator.py	33.33%	4 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7039      +/-   ##
==========================================
- Coverage   81.22%   81.21%   -0.02%     
==========================================
  Files         244      244              
  Lines       18512    18517       +5     
==========================================
+ Hits        15036    15038       +2     
- Misses       3476     3479       +3     

Flag	Coverage Δ
unittests	81.21% <33.33%> (-0.02%)	⬇️

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