fix(policy): added better message when no proxyTypes

[lukidzi]

Motivation

The validation message wasn't helpful and a user had an issue to understand what was wrong.

Implementation information

Improved a message to give more details

Supporting documentation

Fix #10907

[github-actions]

Reviewer Checklist

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• Is the PR title satisfactory? Is this part of a larger feature and should be grouped using > Changelog?
• PR description is clear and complete. It Links to relevant issue as well as docs and UI issues
• This will not break child repos: it doesn't hardcode values (.e.g "kumahq" as an image registry)
• IPv6 is taken into account (.e.g: no string concatenation of host port)
• Tests (Unit test, E2E tests, manual test on universal and k8s)
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• Does this contain a change that needs to be notified to users? In this case, UPGRADE.md should be updated.
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[lobkovilya]

"exclude non-gateway" has the same meaning as "select only gateways" :) probably should be

must not be defined when the scope includes a Gateway, select only proxyType Sidecar or select only gateways and use spec.to