BUG: Raise ValueError on integer indexers containing NA; skip test for unsupported EAs(#56727)
- [x] closes #56727 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

What this PR changes:

- Adds a check to _setitem_with_indexer to raise a ValueError when NA is present in the indexer.

- Updates test_setitem_integer_with_missing_raises to skip test cases for known ExtensionArray types (PeriodArray, DatetimeArray, IntervalArray) that do not support indexing with NA in integer indexers.
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If there’s any input or revisions required, please feel free to let me know.
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