You will stumble on that message, only if you give help("module
<somename>") and note that <somename> could be any module in the
PYTHONPATH.
We can change to show the text only if the module is a valid module,
but I think, it is costly do that computation for help text. A better
approach would be:
Modules matching the keyword: <somemodule>

The output can be a list or None.

If you will like to work on a patch, the changes will be in listmodule
function in Lib/pydoc.py