Not exactly a confusing error message. But it would be nice to add a pre-flight check to grakn-dist that checks if JAVA_HOME is properly set. I just finished identifying an issue where I installed Java and set JAVA_HOME and the Storage would not come up. It was my error to begin with, but it took a long and frustrating time to identify the issue and I did not expect it to be JAVA_HOME, because grakn-dist itself was working fine and so I expected that I installed it correctly.
An alternative would be to update the documentation and link to a description that properly explains it (I am sure there are good links, I found a wrong one and it cost me a few days)