BUG: fix confusing error message when yt fails to locate data

[neutrinoceros]

PR Summary

Reprod: leaving test_data_dir unset, and running

import yt

ds = yt.load("not_a_file")

output

FileNotFoundError: No such file or directory: 'not_a_file'.
(Also tried '/Users/robcleme/dev/yt-project/yt/not_a_file').

where /Users/robcleme/dev/yt-project/yt/ is the current work directory, so it looks like yt is considering the absolute version of cwd as an alternative, which is both confusing and unintended.

with this patch, the error is reduced to

FileNotFoundError: No such file or directory: 'not_a_file'.