REF: Add Manager.column_setitem to set values into a single column (without intermediate series)
The `column_setitem` is a method I was adding in https://github.com/pandas-dev/pandas/pull/46958, is something that can be broken off from that PR, and is IMO also a generally useful change.

Currently in some cases to set values into a single column (eg `df.loc[idx, "A"] = value`), we create an intermediate Series for that column, set values into that Series, and then update the DataFrame from that updated Series. I think it would be generally good to avoid creating this intermediate Series, and moving the actual/final "set" operation to the internals (as is done for other set operations).
@jbrockmendel apart from the two comments you just added (will update for that), do you have any remaining substantial comments? Otherwise I would want to merge this so I can update https://github.com/pandas-dev/pandas/pull/46958 on top of this. Given there are no more comments, I am planning to merge this