CLN: replace %s syntax with .format in pandas.core.indexes
progress towards #16130

- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=h1) Report
> Merging [#26159](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c79b7bb91236a2e4cde3782d23109ac1f5e76dce?src=pr&el=desc) will **decrease** coverage by `51.25%`.
> The diff coverage is `25%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26159/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #26159       +/-   ##
===========================================
- Coverage      92%   40.74%   -51.26%     
===========================================
  Files         175      175               
  Lines       52371    52371               
===========================================
- Hits        48184    21340    -26844     
- Misses       4187    31031    +26844
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `40.74% <25%> (-0.14%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `33.92% <0%> (-61.69%)` | :arrow_down: |
| [pandas/core/indexes/frozen.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9mcm96ZW4ucHk=) | `61.84% <0%> (-30.27%)` | :arrow_down: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `55.55% <40%> (-41.44%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.16%)` | :arrow_down: |
| ... and [133 more](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=footer). Last update [c79b7bb...8fb34f7](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=h1) Report
> Merging [#26159](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d74901b1a114d70244fb919e8de630fb53481b00?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26159/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26159      +/-   ##
==========================================
- Coverage   91.98%   91.98%   -0.01%     
==========================================
  Files         175      175              
  Lines       52372    52372              
==========================================
- Hits        48176    48173       -3     
- Misses       4196     4199       +3
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.53% <100%> (ø)` | :arrow_up: |
| #single | `40.7% <25%> (-0.16%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.61% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/frozen.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9mcm96ZW4ucHk=) | `92.1% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.99% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.9% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/26159/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.71% <0%> (+0.1%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=footer). Last update [d74901b...642dfbe](https://codecov.io/gh/pandas-dev/pandas/pull/26159?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 this has some failures (ignore the 3.7 numpy_dev ones for now), but the others are legit can you merge master closing as stale; ping if you want to continue