RFR: 8071125: Improve exception messages in URLPermission

[Seán Coffey]

Looking for a review for these simple changes. URLPermissions is a class 
introduced for JDK 8. Exception messaging can be improved to capture 
context.

https://bugs.openjdk.java.net/browse/JDK-8071125
http://cr.openjdk.java.net/~coffeys/webrev.8071125/webrev/
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Regards,
Sean.