BUG: rolling aggregation with on kwarg and multiple functions per column raises an exception
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

- [ ] I have confirmed this bug exists on the master branch of pandas.


### Reproducible Example

```python
import pandas as pd

df = pd.DataFrame([{'A': 1, 'B': 2}, {'A': 3, 'B': 4}])

# Following three lines works as expected:
df.rolling(window=1, on='A').agg({'B': 'min'})
df.rolling(window=1, on='A').agg({'B': 'max'})
df.set_index('A').rolling(window=1).agg({'B': ['min', 'max']})

# Following line raises ValueError
df.rolling(window=1, on='A').agg({'B': ['min', 'max']})
# ValueError: invalid on specified as A, must be a column (of DataFrame), an Index or None
```


### Issue Description

Using `DataFrames`'s rolling with an `on` keyword argument and then `agg` method with multiple functions per column results in `ValueError`. While the same code without `on` parameter, or just single function per column works fine (see "Reproducible Example" for further details)

### Expected Behavior

No `ValueError` raised

### Installed Versions

<details>

```
INSTALLED VERSIONS
------------------
commit           : 73c68257545b5f8530b7044f56647bd2db92e2ba
python           : 3.8.10.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.11.0-36-generic
Version          : #40~20.04.1-Ubuntu SMP Sat Sep 18 02:14:19 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.3
numpy            : 1.21.2
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.2.3
setuptools       : 45.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.0
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.1
IPython          : 7.13.0
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None
```

</details>
