Warn or raise when trying to sample a Multinomial variable

[ricardoV94]

Description

https://discourse.pymc.io/t/inference-issue-using-a-model-with-multinomial-latent-variables-on-multidimensional-observations/16022/4?u=ricardov94

[Rishab87]

@ricardoV94 , I've raised a PR for this can you please review it?