[SQL Server] Better error message: Distinct not compatible with string.Join/Concat

While trying to work around #29200 using groupBy we discovered that the combination of `.Distinct()` and `string.Join` or `string.Concat` causes a SQL Syntax error. This issue seems similar to #29638.

### Example Query

Full project: https://github.com/2767mr/EFAggregateExample
```cs
db.Posts
.GroupBy(p => p.Blog)
.Select(g => new
{
Url = g.Key.Url,
PostTitles = string.Join(", ", g.Select(p => p.Title).Distinct())
})
```
Generated SQL:

```sql
SELECT [b].[Url], COALESCE(STRING_AGG(DISTINCT ([p].[Title]), N', '), N'') AS [PostTitles]
FROM [Posts] AS [p]
INNER JOIN [Blogs] AS [b] ON [p].[BlogId] = [b].[BlogId]
GROUP BY [b].[BlogId], [b].[Url]
```

Stacktrace:

```
An exception occurred while iterating over the results of a query for context type 'BloggingContext'.
Microsoft.Data.SqlClient.SqlException (0x80131904): Incorrect syntax near ','.
at Microsoft.Data.SqlClient.SqlCommand.<>c.b__208_0(Task`1 result)
at System.Threading.Tasks.ContinuationResultTaskFromResultTask`2.InnerInvoke()
at System.Threading.Tasks.Task.<>c.<.cctor>b__272_0(Object obj)
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
--- End of stack trace from previous location ---
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.Tasks.Task.ExecuteWithThreadLocal(Task& currentTaskSlot, Thread threadPoolThread)
--- End of stack trace from previous location ---
at Microsoft.EntityFrameworkCore.Storage.RelationalCommand.ExecuteReaderAsync(RelationalCommandParameterObject parameterObject, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Storage.RelationalCommand.ExecuteReaderAsync(RelationalCommandParameterObject parameterObject, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Query.Internal.SingleQueryingEnumerable`1.AsyncEnumerator.InitializeReaderAsync(AsyncEnumerator enumerator, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.SqlServer.Storage.Internal.SqlServerExecutionStrategy.ExecuteAsync[TState,TResult](TState state, Func`4 operation, Func`4 verifySucceeded, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Query.Internal.SingleQueryingEnumerable`1.AsyncEnumerator.MoveNextAsync()
ClientConnectionId:04983856-a507-4efe-a0ef-59bed7eff375
Error Number:102,State:1,Class:15
Microsoft.Data.SqlClient.SqlException (0x80131904): Incorrect syntax near ','.
at Microsoft.Data.SqlClient.SqlCommand.<>c.b__208_0(Task`1 result)
at System.Threading.Tasks.ContinuationResultTaskFromResultTask`2.InnerInvoke()
at System.Threading.Tasks.Task.<>c.<.cctor>b__272_0(Object obj)
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
--- End of stack trace from previous location ---
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.Tasks.Task.ExecuteWithThreadLocal(Task& currentTaskSlot, Thread threadPoolThread)
--- End of stack trace from previous location ---
at Microsoft.EntityFrameworkCore.Storage.RelationalCommand.ExecuteReaderAsync(RelationalCommandParameterObject parameterObject, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Storage.RelationalCommand.ExecuteReaderAsync(RelationalCommandParameterObject parameterObject, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Query.Internal.SingleQueryingEnumerable`1.AsyncEnumerator.InitializeReaderAsync(AsyncEnumerator enumerator, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.SqlServer.Storage.Internal.SqlServerExecutionStrategy.ExecuteAsync[TState,TResult](TState state, Func`4 operation, Func`4 verifySucceeded, CancellationToken cancellationToken)
at Microsoft.EntityFrameworkCore.Query.Internal.SingleQueryingEnumerable`1.AsyncEnumerator.MoveNextAsync()
ClientConnectionId:04983856-a507-4efe-a0ef-59bed7eff375
Error Number:102,State:1,Class:15
```

### Provider and version information

EF Core version: 7.0.1
Database provider: Microsoft.EntityFrameworkCore.SqlServer
Target framework: .NET 6.0
Operating system: Windows 11
IDE: Visual Studio 2022