Port tests in `errors.rs` to context.rs

[alamb]

Is your feature request related to a problem or challenge?

Part of #6195. We are trying to keep the DataFusion code base clean and easy to contribute to and modify. Part of doing so is having a single location for most test coverage so new tests can be added easily and people can follow the existing patterns easily

Describe the solution you'd like

Port the tests in https://github.com/apache/arrow-datafusion/blob/main/datafusion/core/tests/sql/errors.rs to https://github.com/apache/arrow-datafusion/blob/main/datafusion/core/src/execution/context.rs as it is verifying some APIs rather than SQL tests

Describe alternatives you've considered

No response

Additional context

No response