CHORE: update CHANGELOG for v0.15.1

[pyansys-ci-bot]

Update CHANGELOG for v0.15.1 and remove .md files in doc/changelog.d.

Caution

Do not merge this pull request until the release has been successfully made.

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 85.00%. Comparing base (0921006) to head (7e303dc).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #5903   +/-   ##
=======================================
  Coverage   85.00%   85.00%           
=======================================
  Files         161      161           
  Lines       62214    62214           
=======================================
+ Hits        52887    52888    +1     
+ Misses       9327     9326    -1     

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