DEPR: change Panel DeprecationWarning -> FutureWarning

[jreback]

closes #18324

[jorisvandenbossche]

Yes!

(was only wondering if we should give it a bit more highlight in the whatsnew docs, not sure to what extent users of it are already well aware of the deprecation or not (which probably depends on what kind of environment they use, eg IPython terminal you see it, but other terminals not)

[jreback]

yeah I'll maybe make a sub-section essentially repeating the original whatsnew code.

[codecov]

Codecov Report

Merging #19247 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master   #19247   +/-   ##
=======================================
  Coverage   91.52%   91.52%           
=======================================
  Files         147      147           
  Lines       48827    48827           
=======================================
  Hits        44691    44691           
  Misses       4136     4136

Flag	Coverage Δ
#multiple	89.9% <ø> (ø)	⬆️
#single	41.69% <ø> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/panel.py	96.83% <ø> (ø)	⬆️

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