[BUG] `BaseCollectionEstimator` `_check_X` does not raise an error for different number of channels

[MatthewMiddlehurst]

Describe the bug

_check_X checks whether a data collection is valid, but does not catch datasets which have a different number of channels for each case which is unsupported.

Steps/Code to reproduce the bug

import numpy as np
import pytest
from aeon.base import BaseCollectionEstimator

dummy = BaseCollectionEstimator()
all_tags = {
    "capability:multivariate": True,
    "capability:unequal_length": True,
    "capability:missing_values": True,
}
dummy.set_tags(**all_tags)
X = [np.random.random(size=(2, 10)), np.random.random(size=(3, 10))]
with pytest.raises(Exception):
    dummy._check_X(X)

Expected results

An informative exception is rasied.

Actual results

No exception is raised.

Versions

No response