Replace string concatenation for errors with errors.join

What does this MR do?

• Adds a test for validateInitialConfig.
• Replaces string concatenation for errors with the more idiomatic errors.join.

What are the relevant issue numbers?

Cleanup error handing in ruleset package (gitlab-org/gitlab#575123) • Adam Cohen • 18.7

Does this MR meet the acceptance criteria?

• [-] Changelog entry added
• Documentation created/updated for GitLab EE, if necessary
• Documentation created/updated for this project, if necessary
• Documentation reviewed by technical writer or follow-up review issue created
• Tests updated/added for this feature/bug
• Job definition updated, if necessary
  • Auto-DevOps template
  • Job definition example
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• Conforms to the code review guidelines
• Conforms to the Go guidelines
• Security reports checked/validated by reviewer