refactor: improve burnchain missing headers error handling

[hugocaillard]

Minor change.
As I'm about to close #4234 (uneeded), I though this change might be good.

cc @obycode

[obycode]

This looks safe to me. The existing uses will still end up panicking higher up the stack.

[hugocaillard]

I can not add reviewers to the PR;
@kantai Can you have a look at this one?

[codecov]

Codecov Report

Attention: Patch coverage is 50.00000% with 1 line in your changes missing coverage. Please review.

Project coverage is 81.97%. Comparing base (bc58a1e) to head (3a50a9c).
Report is 80 commits behind head on develop.

Files with missing lines	Patch %	Lines
stackslib/src/burnchains/bitcoin/indexer.rs	50.00%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff              @@
##           develop    #6265       +/-   ##
============================================
+ Coverage    45.49%   81.97%   +36.48%     
============================================
  Files          536      543        +7     
  Lines       343845   345655     +1810     
  Branches         0      323      +323     
============================================
+ Hits        156439   283367   +126928     
+ Misses      187406    62280   -125126     
- Partials         0        8        +8     

Files with missing lines	Coverage Δ
stackslib/src/burnchains/bitcoin/indexer.rs	34.65% <50.00%> (+8.79%)	⬆️

... and 442 files with indirect coverage changes

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