fix: Misleading ShapeError error message on dataframe creation

[barak1412]

Closes #19795.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 79.43%. Comparing base (03ba07a) to head (4e8a127).
Report is 7 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #19901      +/-   ##
==========================================
- Coverage   79.44%   79.43%   -0.01%     
==========================================
  Files        1550     1554       +4     
  Lines      215192   215612     +420     
  Branches     2447     2452       +5     
==========================================
+ Hits       170952   171277     +325     
- Misses      43683    43777      +94     
- Partials      557      558       +1     

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