I added much better error messages in this PR:
https://github.com/SciML/DiffEqSensitivity.jl/pull/596
That should give a lot more clarity here.
Note that the current interface is kind of “requires AbstractArray”, but in reality there’s a bit more generality than it could have with a SciMLParameters Interface, which just hasn’t been written down and fully described. I plan to create this interface package rather soon though.