More explicit index concat checking

[er-eis]

Description

Closes #15649

We allow concatenating indexes whilst pandas does not. Currently, this PR would more explicitly raise issues that already exist with axis=1 index concatenation to users. We would also expose a deprecation warning for the eventual removal of index concatenation for pandas parity.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.

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[er-eis]

@wence- for visibility

[wence-]

/ok to test

[wence-]

I would suggest that we introduce this change in behaviour by adding an appropriate deprecation, we can then fix up any internal usages and remove in a subsequent release.

[er-eis]

@wence-

I would suggest that we introduce this change in behaviour by adding an appropriate deprecation

this isn't a change in behavior. this is how the library already behaves. the difference here is we more explicitly raise the issue to the user instead of providing them with a more ambiguous error message

[wence-]

@wence-

I would suggest that we introduce this change in behaviour by adding an appropriate deprecation

this isn't a change in behavior. this is how the library already behaves. the difference here is we more explicitly raise the issue to the user instead of providing them with a more ambiguous error message

Ah, I misread, sorry.

WDYT about the idea as well as deprecating all concat-with-index usages, which seems to be what pandas does?

[er-eis]

@wence-

I would suggest that we introduce this change in behaviour by adding an appropriate deprecation

this isn't a change in behavior. this is how the library already behaves. the difference here is we more explicitly raise the issue to the user instead of providing them with a more ambiguous error message

Ah, I misread, sorry.

WDYT about the idea as well as deprecating all concat-with-index usages, which seems to be what pandas does?

@wence- that seems reasonable to me and i'll proceed with that, thanks!

[er-eis]

@wence- also, i don't think the 'breaking' tag is appropriate for this PR? WDYT?

[vyasr]

/ok to test

[vyasr]

Cross-linking for info: #15649 (comment)

[er-eis]

draft mode until i can work through 2, 3, 4, & 5 listed here: #15649 (comment)