REF: use _validate_fill_value in Index.insert
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I assume that you are going to move some of this logic to the array/_mixins (or that is the goal) > I assume that you are going to move some of this logic to the array/_mixins (or that is the goal)

For all our existing ExtensionIndex subclasses the logic is already there.

I haven't 100% decided where I expect this logic to end up, am still tracking down all the places where we do something similar and figuring out if we can align all the behavior.  PR itself looks ok to me. @jorisvandenbossche @TomAugspurger on the pd.NA comments above (e.g. checking for NA actually will work for datetimelikes). any more thoughts here?  trying to unify all our casting code > if the intent is to consoliate this fill logic elsewhere

very much so