PERF: Allow np.integer Series/Index to convert to RangeIndex
Discovered in https://github.com/pandas-dev/pandas/pull/57441
Going to merge this one in. Can follow up if needed Not sure if this is the cuplrit but one of those has ugly side effects:

We now can end up with a range index from set_index, which doesn't play nicely with formats like orc. I think that this isn't great from a UX point of view if set_index produces a range index.