Previously our wheel installation process allowed wheels which contained
non-conforming contents in a contained .data directory.

After the refactoring to enable direct-from-wheel installation, pip
throws an exception when encountering these wheels, but does not include
any helpful information to pinpoint the cause.

Now if we encounter such a wheel, we trace an error that includes the
name of the requirement we're trying to install, the path to the wheel
file, the path we didn't understand, and a hint about what we expect.

Originally we would throw an `AttributeError` if a bad scheme key was
used. After refactoring we would throw a `KeyError`, which isn't much
better. Now we call out the wheel being processed, scheme key we didn't
recognize, and provide a list of the valid scheme keys. This would
likely be useful for people developing/testing the wheel.