Backport PR #25085 on branch 0.24.x (Revert set_index inspection/error handling for 0.24.1)
Backport PR #25085: Revert set_index inspection/error handling for 0.24.1
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=h1) Report
> Merging [#25127](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=desc) into [0.24.x](https://codecov.io/gh/pandas-dev/pandas/commit/78f6cc52ba948ea4469ee08001ad28d65775a429?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/25127/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           0.24.x   #25127      +/-   ##
==========================================
- Coverage   92.37%   92.37%   -0.01%     
==========================================
  Files         166      166              
  Lines       52410    52403       -7     
==========================================
- Hits        48416    48409       -7     
  Misses       3994     3994
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <100%> (-0.01%)` | :arrow_down: |
| #single | `42.88% <60%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25127/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.81% <100%> (-0.02%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25127?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/25127?src=pr&el=footer). Last update [78f6cc5...65498c0](https://codecov.io/gh/pandas-dev/pandas/pull/25127?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/25127?src=pr&el=h1) Report
> Merging [#25127](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=desc) into [0.24.x](https://codecov.io/gh/pandas-dev/pandas/commit/78f6cc52ba948ea4469ee08001ad28d65775a429?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/25127/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           0.24.x   #25127      +/-   ##
==========================================
- Coverage   92.37%   92.37%   -0.01%     
==========================================
  Files         166      166              
  Lines       52410    52403       -7     
==========================================
- Hits        48416    48409       -7     
  Misses       3994     3994
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <100%> (-0.01%)` | :arrow_down: |
| #single | `42.88% <60%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25127/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.81% <100%> (-0.02%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25127?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/25127?src=pr&el=footer). Last update [78f6cc5...65498c0](https://codecov.io/gh/pandas-dev/pandas/pull/25127?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
