[MRG + 1] FIX raise an error message when n_groups > number of groups (#7681) (#7683)

* FIX raise an error message when n_groups > actual number of groups (#7681)

This change addresses issue #7681:
- Raise ValueError when n_groups > actual number of unique groups in LeaveOneGroupOut and LeavePGroupsOut.
- Add unit test.

* Make requested changes

- Check error message with `assert_raise_message`
- Pass parameters to `assert_raise_message` instead of defining functions

* Update condition and exception message