[MRG] ENH: Use check_X_y in pairwise_distances_argmin

This is a minor non-controversial PR, that makes `pairwise_distances_argmin`  use `check_X_y`.
When I benched in the initial stages of the Birch PR. I found out that, a majority of time is spent in `check_pairwise_arrays` https://gist.github.com/MechCoder/b5ef71a051d07ac22f5d (more than that of calculating the distances). An argument check_X_y was added for pairwise_distances_argmin_min in https://github.com/scikit-learn/scikit-learn/pull/3811 to prevent this. This PR is non-controversial, because it extends the argument to pairwise_distances_argmin