Bug: Don't intercept TypeError in DataFrame.agg
- [ ] closes #49399  (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Thanks for the PR! Could you update the title by clicking the edit button here:

![image](https://user-images.githubusercontent.com/45562402/199829857-13f0e90f-1373-41c2-9664-1769d51a87ee.png)

to be a bit more descriptive? It can even just be the title from the corresponding issue.

I also suspect there will be a number of test failures; we check the error message and that message will now need to be updated. @rhshadrach,
Thanks for your msg. Sorry about the title. I believe it's better now. Also regarding the test failures, I believe they will have to be fixed at your end? Or would I have to change something in the test folder? Title looks great - thanks!

> Or would I have to change something in the test folder?

You're changing tested behavior of pandas, and that is going to cause the tests to "fail". The tests that have failed need to be updated with the correct error types and messages. This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Closing as stale. @sarvaSanjay - if you'd like to continue comment here and we can reopen.