INT: Implement _set_freq for TDI/DTI
- [x] closes #29843
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

In #29604 I had to do the same methods twice for ``DateTimeIndex.difference`` and ``TimeDeltaIndex.difference``, because ``PeriodIndex.difference`` worked differently.

Could you see if it works to add a difference method to this MixIn and remove the other two? > Could you see if it works to add a difference method to this MixIn and remove the other two?

Yes, in a follow-up I plan to see what else can be de-duplicated Thanks, @jbrockmendel .