Consistent Return Structure for Rolling Apply
- [X] closes #14013
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

With the changes made in #20949 it appears possible to fix this bug by suppressing a `catch` block that was internal to Rolling's `_apply`. I'm not sure what the purpose of this catch as it essentially allows values to bypass the applied function...Only one test broke on removal which looked wrong anyway, so I updated it as such

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20984?src=pr&el=h1) Report
> Merging [#20984](https://codecov.io/gh/pandas-dev/pandas/pull/20984?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b3f07b2551b7eb40408ca28416ca5e21f8fb37b4?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20984/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/20984?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20984      +/-   ##
==========================================
- Coverage   91.82%   91.82%   -0.01%     
==========================================
  Files         153      153              
  Lines       49490    49486       -4     
==========================================
- Hits        45443    45439       -4     
  Misses       4047     4047
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.21% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.85% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20984?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/20984/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.27% <100%> (-0.02%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20984?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/20984?src=pr&el=footer). Last update [b3f07b2...878e640](https://codecov.io/gh/pandas-dev/pandas/pull/20984?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!