wfHttpError() is meant for simple server responses to calls from non-user facing entry points (e.g. thumb.php).
It circumvents OutputPage and Skin and leaves the user unable to navigate elsewhere. As general rule of thumb, any url reachable by a regular page link (or any page generated by OutputPage/Skin) should result in response powered by OutputPage. Not cut short by wfHttpError.
Alternatively, if you don't want to create any such landing page or form, at least output the the current error message wrapped in a Special page using a simple class=errorbox element.