MAINT: more informative error message from linalg.norm

From the discussion in #5196, provides a better error message for a bad axis specification in `np.linalg.norm`.  The other cases should be handled eventually by which ever ufunc ends up being called.   This particular case needs handled because `norm` wraps anything that isn't a tuple in a tuple.  If that happened to be a list, you would receive an error asking for an int.  So.  `np.linalg.norm(a, axis=[0,1])` failed with an unhelpful error even accounting for #5201.
Markdown burns quickly into muscle memory, but in error messages we typically use single quotes ` ' `, not backticks`` ` ``, when emphasizing an argument.