fix(api): correct the missing authentication error message (#3993)

## Summary

Clarifies the error raised when authentication cannot be resolved.

## Changes

- List each authentication header once and use the correct singular or
plural wording.
- Remove stray quotation marks without changing authentication
validation or the exception type.

Fixes #3962

Co-authored-by: marcuswood-oai <323319819+marcuswood-oai@users.noreply.github.com>