BUG: validate index/data length match in DataFrame construction
- [x] closes #33437
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

ping on green. ping hmm this didn't backport  @MeeseeksDev backport to 1.1.x