DOC: NDFrame.to_hdf(data_columns) documented (#13061).
- [x] closes #13061
- [ ] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

I'm aware there's another PR for the same issue, but it hasn't had activity in a while so this is my attempt.  I took the opportunity to remove the unusable "mode=r" option from the same docstring, and make the title clearer.

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13951?src=pr) is 85.25% (diff: 100%)

> Merging [#13951](https://codecov.io/gh/pydata/pandas/pull/13951?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will not change coverage

``` diff
@@             master     #13951   diff @@
==========================================
  Files           139        139          
  Lines         50381      50381          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
  Hits          42953      42953          
  Misses         7428       7428          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [a01e58f...cfcca2f](https://codecov.io/gh/pydata/pandas/compare/a01e58fa780ed28f983e1a022b07e196e037d42a...cfcca2f37a5f085dbe3058049dc42e5892b1431e?src=pr)
 @jreback Can you review this again?  I've updated it as per your previous comments.
 thanks!
