BUG: Fix for pandas.to_datetime reports incorrect index when failing
- [x] closes #59298 
- [x] Tests added and passed
- [x] All code checks passed
- [x] Added type annotations
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

As per the discussion on the linked issue, removed the index from the error message. As the changes are in the .pyx files, the package will have to be compiled again to reflect the changes if to be tested locally. Thanks @maushumee 