CHORE: update CHANGELOG for v0.15.5

[pyansys-ci-bot]

Update CHANGELOG for v0.15.5 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 85.13%. Comparing base (ba2bd05) to head (9ccba8b).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6044      +/-   ##
==========================================
- Coverage   85.13%   85.13%   -0.01%     
==========================================
  Files         167      167              
  Lines       63042    63042              
==========================================
- Hits        53673    53672       -1     
- Misses       9369     9370       +1     

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