API: read_stata with index_col=None should return RangeIndex
If `read_stata` was used with parameter `index=None`, an index based on `np.arange` was supplied to the constructed DataFrame, i.e. (pre pandas 2.0) an `Int64Index`.

`np.arange` has dtype `np.int_`, i.e. like `np.intp`, except is always 32bit on windows, which makes it annoying to use with tests when indexes can take all numpy numeric dtypes (like after #49560), so I'm looking into how `arange` is used in #49560. One case I found it was used is in `read_stata` and in that case it's better to use a `range`, so we get a `RangeIndex` instead of an `Index[int_]` when using `read_stata(index_col=None)`. 

This is a slight change in API, so I separate it out into its own PR here, so #49560, which is a large Pr, can be as focused as possible.
Updated. Thanks @topper-123 