DOC: Update mypy version in whatsnew
- [x] whatsnew entry

Forgot this in #39407
Is backporting here necessary? Meaning regression fixes which do not pass with old mypy? > Is backporting here necessary?

no we keep the style checks etc on the backport branch unchanged.

so ci on 1.2.x uses mypy 0.782 and we need to make changes to autobackports if they fail the ci. Ah thanks for the info 