TYP: handle mypy ignore in SelectionMixin
- [ ] xref #37715
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Handle mypy ignore comments in ``pandas/core/base.py``, class ``SelectionMixin``.
There were issues with attributes ``obj`` and ``exclusions`` not defined in the mixin, but defined in the child classes.

I wish I made ``obj`` of type ``FrameOrSeries`` rather than ``Any``.
This is the type used in the child classes, but this results in multiple mypy errors of this kind.
```
pandas\core\window\rolling.py:197: error: FrameOrSeries? has no attribute "ndim"  [attr-defined]
```
If I go with ``FrameOrSeriesUnion``, then it is necessary to go and do casting where required to DataFrame or Series.
This is necessary since, for example, some kwargs for either of the types are irrelevant.