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Raise on unsupported unstack cases #20463
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Requesting change to hold off until #20460 is merged.
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           Some more XPASS'ing tests (good). But some of the cuDF classic tests are failing because of the new raise I'm adding in this PR. I think we should only raise in Pandas compatibility mode. Not ideal, but since we're planning to rewrite the pivot/unstack code in cuDF for performance anyway, I think it's okay.  | 
    
          
 Yup, Let's do that and open an issue to re-write / GPU accelerate this API so that we don't lose track of it.  | 
    
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           Thanks @Matt711 !  | 
    
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           /merge  | 
    
Description
Contributes to #18659
Closes #20446
Checklist