CLN: remove _index_data
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Thanks @jbrockmendel this is a follow-up to #42992? we may need to revert that one? https://github.com/pandas-dev/pandas/issues/43206#issuecomment-905588696 Yes.  Can keep this in a holding pattern until that is resolved. great, can you rebase (and will hold till resolution of that other issue) My investigation of #43206 suggests it is driven by the mismatched behavior that caused all the headaches that made us get rid of apply_frame_axis0 in the first place.  ATM I am not inclined to revert that removal. thanks @jbrockmendel 