DEPR: |&^ as set operations for Index

[jbrockmendel]

It isn't that burdensome to write left.union(right) instead of left | right, and deprecating this special-case behavior allow us to fully share the implementation with Series.

[rohitkg98]

Code might get a bit more verbose when chaining operators. for eg:

first | second | third

vs

first.union(second).union(third)

Even more so with other operators:

first & second & third

vs

first.intersection(second).intersection(third)

first ^ second ^ third

vs

first.symmetric_difference(second).symmetric_difference(third)

sounds fine otherwise. Happy to make a PR if we do decide on deprecating.

[jorisvandenbossche]

Previous round of discussions related to this: #8226 (when we deprecated + and - as set operations, but decided to keep &, | and ^)

[jbrockmendel]

@jorisvandenbossche do you feel strongly about keeping the status quo?

In #8226 it looks like you initially suggested doing this, @jreback said "I don't think this should change (you are right can reevaluate in the future)", @immerrr seemed on board with this, and @shoyer saw upsides either way.