Add test for check_niimg with ensure_3d=True and a non 3d image as argument

In one of my old branch, I bumped into a bug that was actually fixed in master [here](
https://github.com/nilearn/nilearn/commit/3781b2beea3b031aa5fd16704c20de49887483cc).

On my way of fixing it again, I added a test to `check_niimg` and tweaked an error message. I thought I would do a pull request to justify wasting my time.
Just wondering whether this test was supposed to use `data_img` rather than data and be pretty much identical to the test I just added. Here `data` is a numpy array, and you get an error like "a 3D image is expected but an iterable was given".