set: Improve error message consistency

There are exactly two places that use `ParseResult::AddKeywordError`:
the parser itself, and the `set` command. Adjust the format of the
message generated by the latter to be consistent with the former.

Source/cmSetCommand.cxx

@@ -98,8 +98,8 @@ bool cmSetCommand(std::vector<std::string> const& args,
       {
         if (!cmState::StringToCacheEntryType(std::string{ type },
                                              this->Type)) {
-          this->AddKeywordError("TYPE"_s,
-                                cmStrCat("Invalid value: ", type, '.'));
+          this->AddKeywordError(
+            "TYPE"_s, cmStrCat("  invalid value: \""_s, type, "\"\n"_s));
         }
         return ArgumentParser::Continue::No;
       }

Tests/RunCMake/set/CacheWrongTYPE-stderr.txt

@@ -1,6 +1,7 @@
 CMake Error at CacheWrongTYPE\.cmake:[0-9]+ \(set\):
   Error after keyword "TYPE":
 
-  Invalid value: FOO\.
+    invalid value: "FOO"
+
 Call Stack \(most recent call first\):
   CMakeLists\.txt:[0-9]+ \(include\)