Change IntervalIndex set-ops error code type

[topper-123]

• xref ENH: DataFrame.append preserves columns dtype if possible #19021
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

Set operations (union, difference...) on IntervalIndex with incompatible index types will now raise a TypeError rather than a ValueError.

This PR is needed to make the changes requested in #19021.

EDIT: I've improved the error message also. Previously, you'd get:

>>> pd.IntervalIndex.from_breaks([0,1,2,3]).union(pd.RangeIndex(3))
ValueError: can only do set operations between two IntervalIndex objects that are closed on the same side

Which made no sense in this case. Now we get:

>>> pd.IntervalIndex.from_breaks([0,1,2,3]).union(pd.RangeIndex(3))
TypeError: the other index needs to be an IntervalIndex too, but was type RangeIndex

[codecov]

Codecov Report

Merging #19329 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #19329      +/-   ##
==========================================
+ Coverage   91.53%   91.53%   +<.01%     
==========================================
  Files         150      150              
  Lines       48739    48741       +2     
==========================================
+ Hits        44612    44614       +2     
  Misses       4127     4127

Flag	Coverage Δ
#multiple	89.9% <100%> (ø)	⬆️
#single	41.72% <0%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/indexes/interval.py	92.4% <100%> (+0.02%)	⬆️

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[jreback]

thanks @topper-123

can rebase #19021 and tests should be much simpler. ping when ready on that one.