The error number does not really add useful information for users. Yes it means the documentation including yours will need to be updated but that is progress.
In the distant past designers of software needed to care about storage space. Long strings for error messages take up a considerable number of bytes (approximately one byte per letter ) This is why they only displayed error numbers and the user needed to look in a printed manual what that number represents. It seems the ERC messages still had part of this design philosophy in them. I think it is for the better that it has gone away.
It is however strange that it points to the passive pin (on the connector) instead of the power input pin (of the regulator) for the source of the error. (The error message does not even mention that the power input pin of U1 is what is to blame.)
I can not replicate that behavior but your L7805b symbol might be a personal one. Could you share your file?
Here is what i get:
What do you mean with
Edit: I found strange behavior while investigating this. Reported as https://bugs.launchpad.net/kicad/+bug/1821436 (KiCad seems to sometimes report power symbols as the source of error instead of reporting the real power input pin of the regulator. This happened when i added a stacked pin under pin 1 of the voltage regulator. I seem to remember that version 4 was already similar with this but i never bothered to report it.)