EHN: handle frozenset in pprint
- [ ] closes #60690 (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Only 1 test failing in the cleaning up process. Bet it would go away if we rerun it.
Please instruct of which whatsnew to add. As of the time of writing there are 2.3.0 and 3.0.0 @mroeschke whatsnew added pre-commit.ci autofix Thanks again @quangngd 