CLN: Remove the .consolidate method
Title is self-explanatory.

xref #15501.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/generic.py`](https://github.com/gfyoung/pandas/blob/2d5c6bb7b80baf5477c43fa80b7caeda82ea3f5a/pandas/core/generic.py) !

 - There are no PEP8 issues in the file [`pandas/tests/frame/test_block_internals.py`](https://github.com/gfyoung/pandas/blob/2d5c6bb7b80baf5477c43fa80b7caeda82ea3f5a/pandas/tests/frame/test_block_internals.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=h1) Report
> Merging [#23377](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f662c5f2a7b392ee96a43f055073c8523f8f0339?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23377/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23377      +/-   ##
==========================================
- Coverage   92.22%   92.22%   -0.01%     
==========================================
  Files         169      169              
  Lines       51261    51258       -3     
==========================================
- Hits        47277    47274       -3     
  Misses       3984     3984
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.66% <ø> (-0.01%)` | :arrow_down: |
| #single | `42.23% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/23377/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.79% <ø> (-0.01%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=footer). Last update [f662c5f...2d5c6bb](https://codecov.io/gh/pandas-dev/pandas/pull/23377?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!