DOC: fix RT03 for pandas.Index.to_numpy and pandas.Categorial.set_categories 
Resolve all errors for the following cases:

1. scripts/validate_docstrings.py --format=actions --errors=RT03 pandas.Index.to_numpy
2. scripts/validate_docstrings.py --format=actions --errors=RT03 pandas.Categorical.set_categories

Also fixes typos and wrong default value in docstring of pandas.Categorical.set_categories.

- [ ] xref #57416 
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Thanks @bergnerjonas 