[DOC] Update PR link in 1.2.0 release notes
- [x] closes #39291
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
~whatsnew entry~

thanks @rs2  @meeseeksdev backport 1.2.x Something went wrong ... Please have  a look at my logs.