DOC: to_latex braces in headers must be escaped (#60063)
- [x] closes #60063
- [ ] [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.

Any braces used in the headers must be escaped with `{{` or `}}`, and it is not trivial to figure out what goes wrong. I have added that the braces must be escaped, as agreed in the linked issue.
Thanks @GregersSR 