ERR: Raise a better error for numpy singletons in Index
- [x] closes #33017
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

lgtm - can you add a whatsnew? thanks @dsaxton  Many thanks! That was a quick fix! :)