Error messages use field names rather than labels

When requiring fields in a form, the form shows an error when that field isn't set.

However, the error message shows the name of the object rather than the label of the field. This is a bit confusing for users, or forces me to name my object fields to things I'd want my user to see.
There are also situations where depending on form or audience, the field is labelled differently.

This is related to