Add error explanations for E0066 and E0069.

This also updates the error messages for both. For E0066, it removes mention
of "managed heap", which was removed in 8a91d33. For E0069, I just tweaked
the wording to make it a bit more explicit.

src/test/compile-fail/issue-14084.rs

@@ -12,5 +12,5 @@
 
 fn main() {
     box ( () ) 0;
-    //~^ ERROR: only the managed heap and exchange heap are currently supported
+    //~^ ERROR: only the exchange heap is currently supported
 }

src/test/compile-fail/ret-non-nil.rs

@@ -8,7 +8,7 @@
 // option. This file may not be copied, modified, or distributed
 // except according to those terms.
 
-// error-pattern: `return;` in function returning non-nil
+// error-pattern: `return;` in a function whose return type is not `()`
 
 fn f() { return; }