Add AnyArrayLike for merge on arguments

[phofl]

• Closes #xxxx (Replace xxxx with the Github issue number)
• Tests added: Please use assert_type() to assert the type of any return value

These are all valid inputs for the on arguments

[Dr-Irv]

With any new tests, we're asking people to use check and assert_type. So can you change these to be (for example):

check(assert_type(df.merge(df2, on=pd.Series([1, 2, 3])), pd.DataFrame, pd.DataFrame)

[phofl]

Added, wasn't aware that we should also add for argument checks

[Dr-Irv]

Thanks @phofl