DOC: explain bson dependency to avoid confusion

[tangkong]

Description

Documents bson's presence in requirement files, and also adds a more descriptive ImportError in the one place we use it

Motivation and Context

#325

How Has This Been Tested?

N/A, but CI should cover it

Where Has This Been Documented?

this pr

Pre-merge checklist

• Code works interactively
• Code contains descriptive docstrings, including context and API
• New/changed functions and methods are covered in the test suite where possible
• Test suite passes locally
• Test suite passes on GitHub Actions
• Ran docs/pre-release-notes.sh and created a pre-release documentation page
• Pre-release docs include context, functional descriptions, and contributors as appropriate

[ZLLentz]

LGTM