You can only specify an error message on delete prevention. “…. Can only be deleted if not associated with ...”
Cascading delete is something you want to do without user notice and it is not an error in the first place. Its something extra you want to happen, so you cannot specify an error message.
If you want to notify the user that there has been deleted also referenced objects, then I would not use the default delete behavior, but a after delete action, where you retrieve the referenced objects. If not found (empty list returned) then do nothing and end microflow. If returned list contains objects: count them, delete them and show message “we have also deleted $Count …. records.”
But question yourself if such info has added value for the user. Spoiler: most cases the user doesn't want to know. ;-)