Make pkeyutl a bit more user-friendly

Give meaningful error messages when the user incorrectly uses pkeyutl;
backport to OpenSSL_1_1_0-stable, cherrypicked from
f6add6ac

.

Reviewed-by: Rich Salz <rsalz@openssl.org>
Reviewed-by: Matt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/5699)