ERR: Raise on invalid na_action in Series.map
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

`Series.map` treats any `na_action` other than `"ignore"` like `None`, but it should probably raise if someone provides an invalid option:

```python
In [1]: import pandas as pd                                                                                                                                

In [2]: pd.Series([1, 2, 3]).map(lambda x: x, na_action="xxxxx")                                                                                           
Out[2]: 
0    1
1    2
2    3
dtype: int64
```
Do any Index methods need the same fix? > Do any Index methods need the same fix?

Looks like they do. Actually it seems worse, e.g. `ExtensionIndex` just ignores `na_action`: https://github.com/pandas-dev/pandas/blob/master/pandas/core/indexes/extension.py#L291

Edit: Tried fixing this and wasn't able to without introducing more bugs. Opened this issue instead: https://github.com/pandas-dev/pandas/issues/32815. > lgtm. merge master and ping on green.

@jreback Merged master and green, thanks for reviewing thanks