COMPAT: restore shape for 'invalid' Index with nd array
closes #27775

>  Would it help if we put an (invisible by default) DeprecationWarning in here?

What would you deprecate? It's creating the 2D Index that we should deprecate, not necessarily accessing its shape. 
But deprecating that should go on master, not for 0.25.1 I think. 

To be clear, I only see this as a fix for 0.25.1, and we should further discuss how we want to fix this long term on master (convert to ndarray, or deprecate/raise error) > What would you deprecate?

Not really a deprecation. Just a "hey this is wrong" warning that's invisible by default in `Index.shape`. I just don't know how matplotlib is going to catch this otherwise (though maybe they have a central place where they do their conversion to NumPy). To be clear, do you propose that instead of this PR? (or as something that should be added to this PR?)

(for me that is again part of a separate longer term solution discussion) seems ok to me for 0.25.1, I think we should raise starting in 1.0.0 for this on consruction; its invalid. > To be clear, do you propose that instead of this PR? (or as something that should be added to this PR?)

Not instead, in addition to. Let's see how the index construction goes. @TomAugspurger Yes: https://github.com/matplotlib/matplotlib/pull/15007 although you may get a fix out before we do though :woman_shrugging: . @jreback What type would you raise?  If it is `TypeError` or `IndexError` it will "just work" with Matplotilb. Turns out this used to be extra goofy:

```python

In [13]: import pandas

In [14]: pandas.__version__
Out[14]: '0.24.2'

In [15]: import pandas as pd

In [16]: df = pd.DataFrame([1, 2])

In [17]: df.index[:, None].shape
Out[17]: (2, 1)

In [18]: df.index[:, None].ndim
Out[18]: 1

``` @tacaswell yes, it was buggy, it is still buggy, we just changed the way it was buggy (and this PR restores the previous way of buggy)

But let's keep all that discussion about additional fixes, returning array or erroring, .. for a proper issue about it (I will open one). Opened an issue here: https://github.com/pandas-dev/pandas/issues/27837