BUG: Fix IntervalIndex.insert to allow inserting NaN
- [X] closes #18295
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=h1) Report
> Merging [#18300](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/148ed63f9287cc55f7a2802da300b717d01cabe6?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18300/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18300      +/-   ##
==========================================
- Coverage    91.4%   91.38%   -0.02%     
==========================================
  Files         164      164              
  Lines       49880    49884       +4     
==========================================
- Hits        45592    45587       -5     
- Misses       4288     4297       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.19% <100%> (ø)` | :arrow_up: |
| #single | `39.41% <0%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `92.9% <100%> (+0.05%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.8% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18300?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/18300?src=pr&el=footer). Last update [148ed63...fbfe3ab](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=h1) Report
> Merging [#18300](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/412988ed972a929203b2e867c8fdc7fcb0e7d312?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18300/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18300      +/-   ##
==========================================
- Coverage   91.34%   91.32%   -0.02%     
==========================================
  Files         163      163              
  Lines       49717    49727      +10     
==========================================
+ Hits        45413    45414       +1     
- Misses       4304     4313       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.12% <100%> (ø)` | :arrow_up: |
| #single | `40.72% <10.52%> (+0.14%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/category.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9jYXRlZ29yeS5weQ==) | `97.2% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `92.69% <100%> (+0.05%)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.5% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.44% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/timedeltas.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy90aW1lZGVsdGFzLnB5) | `91.21% <100%> (+0.03%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.8% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18300?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/18300?src=pr&el=footer). Last update [412988e...e401032](https://codecov.io/gh/pandas-dev/pandas/pull/18300?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Made the changes at `Base.insert`, and went through and made sure each type of index was behaving consistently. thanks @jschendel 