ENH - Improved error message for interpolating IntegerArrays (#41565)
- [X] closes #41565
~~- [ ] tests added / passed~~
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [X] whatsnew entry

This PR improves the error message when trying to interpolate dtype integer with method="linear", as discussed in #41565.