REF: Consolidate validation of dictionary argument in agg/transform
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Currently there are no tests for dict-like argument with agg when a DataFrame is missing a column (edit: in the apply tests, there are tests in groupby, resample, and window). This PR changes the error slightly from

> f"Column '{k}' does not exist!"

to

> f"Column(s) {cols} do not exist"

in order to make it consistent (and I think more helpful, in the case of multiple columns) with the error message from transform.