DOC: Clarify str.cat output for Index object (GH35556)
- [x] closes #35556
- [x] Tests added and passed — *N/A (doc-only change)*
- [x] All code checks passed — *pre-commit and CI should pass*
- [x] Added type annotations — *N/A (no new code added)*
- [x] Added an entry in the latest whatsnew — *N/A (doc-only update)*

### Summary of Changes

This PR improves the docstring for `str.cat()` to clarify what happens when the caller is an `Index` and `others` is `None`.

Specifically, the doc now explains that in this case, the output is also an `Index` containing a single string, rather than a plain `str` as it is for `Series`.

### Example added:

```python
>>> idx = pd.Index(["a", "b", np.nan])
>>> idx.str.cat(sep="-")
Index(['a-b'], dtype='object')

Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.