That would be security risk as any one can check if some user have account on the website or not .
Then he just have to guess a password . So message should be always success .
If you want to change it , you can modify the logic in
initiatePasswordReset method where customer is loaded . you can check if customer exists and throw error like
__('The email address is does not exist. Verify the email address and try again.')
But i would strongly suggest not to change this logic as that would be security flaw