Clarify error logging

[evankanderson]

I'm seeing the following error, but I suspect it's because we're getting a non-200 error code:

14:05:30.733	INFO	Sending POST request to https://staging.stacklok.dev:443/api/v1/project	
14:05:30.733	DEBUG	Request: {'json': {'context': {'project': '9e9c2dc3-c064-4463-8844-0d1a1eab3c69'}, 'name': 'test-the-list-data-sources-api-9395394'}}	
14:05:30.735	DEBUG	Starting new HTTPS connection (1): staging.stacklok.dev:443	
14:05:30.746	DEBUG	https://staging.stacklok.dev:443 "POST /api/v1/projects HTTP/1.1" 415 0	
14:05:30.746	DEBUG	Request ID: 'None'	
14:05:30.747	ERROR	API request failed: Expecting value: line 1 column 1 (char 0)	
14:05:30.747	FAIL	JSONDecodeError: Expecting value: line 1 column 1 (char 0)