DOC: Fix heading capitalization in doc/source/whatsnew - part6 (#32550) (open PR again due to branch removed)
- [ ] Modify files v0.22.0.rst, v0.23.1.rst, v0.19.0.rst, v0.24.0.rst, v0.24.2.rst
-[ ] Add exceptions in 'validate_rst_title_capitalization.py'
@simonjayhawkins @datapythonista is this our standard for capitalization? Thanks @cleconte987 