Feature request: `sam validate` should validate nested application templates

### Describe your idea/feature/enhancement

It would be helpful that if a SAM template contained `AWS::Serverless::Application` resources with location `Location` files that SAM would automatically check these referenced files at the same time. Otherwise, running `sam validate` or `sam validate --lint` succeeds, provided the top-level template is valid, giving the false impression that these nested applications' templates are also valid and able to be deployed.

### Proposal

Each referenced file could be checked and the console output indicate the specific file(s) that are problematic; `cfn-lint` supports checking multiple templates in one invocation.

### Additional Details

Currently it's possible to specify multiple `templates` inside `.cflintrc` but these are ignored by SAM.