TST: expand tests for ExtensionArray setitem with nullable arrays
Follow-up on https://github.com/pandas-dev/pandas/pull/31484 to add some more test cases (eg also test the validation done in the `check_array_indexer` (wrong length, missing values), as well for nullable integer arrays), similarly to the tests I added for `__getitem__`.

cc @charlesdong1991 
needs rebase