TST (string dtype): update all tests in tests/frame/indexing
This removes most xfails in `pandas/tests/frame/indexing`. The remaining xfails are actually bugs that need to be fixed (i.e. can't be fixed by just a test update)

The main case that I encountered here is when starting from an empty DataFrame, and then adding columns:

```python
df = pd.DataFrame()
df["a"] = values
```

will result in an object-dtype columns `Index` object (because we start with object dtype for the empty frame, and then preserve that dtype when inserting labels).

And when constructing the expected result through a default `pd.DataFrane(.., columns=["a"])`, you get the future string dtype for the columns `Index`.

xref https://github.com/pandas-dev/pandas/issues/54792
Thanks @jorisvandenbossche  Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 2.3.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -x -m1 bec2dbca274a4f983790d069279a4b3aec184f49
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #60193: TST (string dtype): update all tests in tests/frame/indexing'
```

4. Push to a named branch:

```
git push YOURFORK 2.3.x:auto-backport-of-pr-60193-on-2.3.x
```

5. Create a PR against branch 2.3.x, I would have named this PR:

> "Backport PR #60193 on branch 2.3.x (TST (string dtype): update all tests in tests/frame/indexing)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 Manual backport -> https://github.com/pandas-dev/pandas/pull/60212