With several classes cooperating, it's easy for a change in one place to break something elsewhere. Tests catch that. Good tests for the library check each rule, and especially that refused requests change nothing:

class LendingError(Exception):
    pass

class Book:
    def __init__(self, title):
        self.title = title
        self.available = True

class Library:
    def __init__(self):
        self.books = {}

    def lend(self, title):
        book = self.books.get(title)
        if book is None or not book.available:
            raise LendingError(f"Can't lend {title}")
        book.available = False

def test_cant_lend_twice():
    lib = Library()
    lib.books["Dune"] = Book("Dune")
    lib.lend("Dune")
    try:
        lib.lend("Dune")
        assert False, "lending twice should be refused"
    except LendingError:
        pass

test_cant_lend_twice()
print("All tests passed")

assert False, "..." is a neat way to fail a test on purpose: if the line is reached, the error that should have happened didn't.