docs: improve SecurityError error message for ory elements local

[aeneasr]

Related issue(s)

Checklist

• I have read the contributing guidelines.
• I have referenced an issue containing the design document if my change
  introduces a new feature.
• I am following the
  contributing code guidelines.
• I have read the security policy.
• I confirm that this pull request does not address a security
  vulnerability. If this pull request addresses a security vulnerability, I
  confirm that I got the approval (please contact
  [email protected]) from the maintainers to push
  the changes.
• I have added tests that prove my fix is effective or that my feature
  works.
• I have added or changed the documentation.

Further Comments

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 78.47%. Comparing base (53a5a8b) to head (70bd858).
Report is 24 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #4205   +/-   ##
=======================================
  Coverage   78.47%   78.47%           
=======================================
  Files         380      380           
  Lines       27143    27143           
=======================================
  Hits        21301    21301           
  Misses       4220     4220           
  Partials     1622     1622           

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