DEPR: Index.__and__, __or__, __xor__ behaving as set ops
- [x] closes #36758
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

xref #30228
> can u link to the deprecation removal issue

done

> also pls test the inplace ops produce a warning

we dont support inplace ops for these lgtm merge on greenish thanks @jbrockmendel  hmm this may have broken some tests: https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=46712&view=logs&j=eab14f69-13b6-5db7-daeb-7b778629410b&t=ce687173-08c6-5301-838d-71b2dda24510

this is a just rebased pr > hmm this may have broken some tests 

just opened #37587 for this