CI: if no docstring, create error GL08 and don't validate - fix for numpydoc 1.9
`validate_docstrings` was failing with `numpydoc` 1.9 on cython methods that have no docstrings.  When no docstring, there is nothing to validate.

Partially addresses the CI issue mentioned in #61740 

is this an alternative to #61725? > is this an alternative to #61725?

Yes, and it allows us to use `numpydoc` 1.9 Thanks @Dr-Irv  Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 2.3.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -x -m1 30a2e7fb239e63beab44c7c459517eb4d2908a0d
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am "Backport PR #61744: CI: if no docstring, create error GL08 and don't validate - fix for numpydoc 1.9"
```

4. Push to a named branch:

```
git push YOURFORK 2.3.x:auto-backport-of-pr-61744-on-2.3.x
```

5. Create a PR against branch 2.3.x, I would have named this PR:

> "Backport PR #61744 on branch 2.3.x (CI: if no docstring, create error GL08 and don't validate - fix for numpydoc 1.9)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 Backport -> https://github.com/pandas-dev/pandas/pull/61745