cmd/go: poor error message with '-mod=vendor' when loading a package that is not vendored

[bcmills]

(This issue is split out from #41916. #38748 is closely related.)

What version of Go are you using (go version)?

example.com$ go version
go version devel +9449a125e Sun Oct 11 17:54:59 2020 +0000 linux/amd64

What did you do?

go mod vendor
go list golang.org/x/tools/cmd/goimports

-- go.mod --
module example.com

go 1.16

require golang.org/x/tools v0.0.0-20191119224855-298f0cb1881e
-- main.go --
package main

import _ "golang.org/x/tools/imports"

func main() {}

What did you expect to see?

An error message that explicitly mentions the user-provided path (golang.org/x/tools/cmd/goimports) the fact that that path is not vendored, and (perhaps) the fact that -mod=vendor is set by default because the vendor directory exists.

What did you see instead?

cannot find package "." in:
        /tmp/tmp.xYGlB041oB/example.com/vendor/golang.org/x/tools/cmd/goimports

CC @matloob @jayconrod