Also fixes a bug where an empty window would get left when loading
a file from the KiCad manager window errored out.
Also fixes a bug where we were getting the wrong exception because
we were rethrowing the type-casted one (rather than just calling
throw).
Fixes https://gitlab.com/kicad/code/kicad/issues/8604
std::invalid_argument does not work fine with translated strings as argument for message.
(the translated message is incorrectly or not displayed if it contains non ascii8 chars, at least on Windows).
KI_PARAM_ERROR can be throw-ed with a translatable/translated string (a wxString)