DEPR: dropping nuisance columns in rolling aggregations
- [x] closes #42738
- [x] tests added / passed
- [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
- [x] whatsnew entry

we did this in 1.3 for DataFrame reductions and GroupBy reductions.  AFAIK this is the last place we use this pattern.

cc @mroeschke 

comments addressed + rebased + green