Improve value error message

Author: Jenny Wong

eccodes/highlevel/message.py

@@ -104,7 +104,7 @@ def set(self, *args):
             if not isinstance(value, type(saved_value)):
                 cast_value = type(saved_value)(value)
             if saved_value != cast_value:
-                raise ValueError(f"Unexpected retrieved value {saved_value}. Expected {cast_value}")
+                raise ValueError(f"Unexpected retrieved value {saved_value} for key {name}. Expected {cast_value}")
 
     def get_array(self, name):
         """Get the value of the given key as an array