Add exception message for missing rules (#1968)

* Add exception message for missing rules

* Apply suggestions from code review

---------

Co-authored-by: Christoph Bergmeister <[email protected]>

Author: Tadas

Diff for: Engine/ScriptAnalyzer.cs

@@ -822,13 +822,13 @@ private void Initialize(
             // Ensure that rules were actually loaded
             if (rules == null || rules.Any() == false)
             {
+                string errorMessage = string.Format(CultureInfo.CurrentCulture, Strings.RulesNotFound);
+
                 this.outputWriter.ThrowTerminatingError(
                     new ErrorRecord(
-                        new Exception(),
-                        string.Format(
-                            CultureInfo.CurrentCulture,
-                            Strings.RulesNotFound),
-                        ErrorCategory.ResourceExists,
+                        new Exception(errorMessage),
+                        errorMessage,
+                        ErrorCategory.ObjectNotFound,
                         this));
             }