Magento 2 : Event Observer Exception Not Showing in Screen

I search some more things on this and finaly found my solution,

I need to just change the observer code like this.

app\code\Vendor\Extension\Observer\RemovecartbeforeObserver.php

use Magento\Framework\Event\ObserverInterface;

class RemovecartbeforeObserver implements ObserverInterface
{
   protected $messageManager;
   protected $_responseFactory;
   protected $_url;

    public function __construct(\Magento\Framework\Message\ManagerInterface $messageManager,
    \Magento\Framework\App\ResponseFactory $responseFactory,
    \Magento\Framework\UrlInterface $url)
   {
       $this->messageManager = $messageManager;
       $this->_responseFactory = $responseFactory;
       $this->_url = $url;
   }

   public function execute(\Magento\Framework\Event\Observer $observer)
   {
       // HERE IS MY CODE
       $message = "THIS IS CUSTOM ERROR MESSAGE";
       $this->messageManager->addError($message);
       $cartUrl = $this->_url->getUrl('checkout/cart/index');
       $this->_responseFactory->create()->setRedirect($cartUrl)->sendResponse();            
       exit;
    }
 }

Update your class to be like this:

use Magento\Framework\Event\ObserverInterface;
use Magento\Framework\Event\Observer;
use Magento\Framework\Message\ManagerInterface as MessageManagerInterface;
use Magento\Framework\Controller\Result\RedirectFactory;

class RemovecartbeforeObserver implements ObserverInterface
{
    protected $messageManager;
    protected $redirectFactory;

    public function __construct(
        MessageManagerInterface $messageManager,
        RedirectFactory $redirectFactory
    ) {
        $this->messageManager = $messageManager;
        $this->redirectFactory = $redirectFactory;
    }

    public function execute(Observer $observer)
    {
        $observer->getRequest()->setParam('item', false);

        $message = "THIS IS CUSTOM ERROR MESSAGE";
        $this->messageManager->addError($message);

        return $this->redirectFactory->create()->setPath('*/*/');
    }
}