Add guardrails for materialize different keys

In theory, we can't materialize features of different keys into same online table as tables are always keyed by same key.

In the documentation, we do warn users not to materialize different keys to same table.

Right now, if users materialize features to the same table, a random group of the same key will materialize to the table. The other different groups will be discarded. The documentation is not fool-proof enough, so we should throw exception when users do this.

The code to modify is: https://github.com/linkedin/feathr/blob/main/feathr_project/feathr/client.py#L558