Make get_key_material_file fail more verbosely

It turns out, there are a lot of possible reasons for fopen to fail.
Let's share which reason we failed for today.

Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Reviewed-by: Tony Nguyen <tony.nguyen@delphix.com>
Signed-off-by: Rich Ercolani <rincebrain@gmail.com>
Closes #12410