I put in a service request to Tech Support on this question. Their answer was that the error that's returned to the user does, or can, in fact, depend on whether or not the offending call is inside a try/catch block. So the answer to the title question is: yes, the error message can depend on if the error occurs in a try/catch or not.
If inside a try/catch block, the error message that is caught is the, actual, original error message.
However, if the error is not caught, then Matlab can take additional action and return a different error message to the screen, presumably in an attempt be more helpful.
In this particular example, my opinion is that the additinal action was actually unhelpful.