TYP: tighten return type in function any
- [x] closes #44802
- [ ] [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
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Continuing remaining work after Pull request #44896.
`DataFrame.any` the return type should be DataFrame or Series, and for `Series.any` the return type should be Series or bool.

@MarcoGorelli @twoertwein  An entry in the whatsnew is not required for this, right? Thanks @twoertwein @MarcoGorelli for the reviews.

Waiting for more Cat GIFs. 😺 


![cat_pouncing_on_fish](https://user-images.githubusercontent.com/40866128/167255249-cad9d869-d9ba-4226-b842-5ff5e503b2b0.gif)

 :smile: the gifs on approval are from https://youtu.be/2rDNJvHznrM