[ENH] refactor Catch22Wrapper transformer to use pd.Series type internally

[fkiraly]

This refactors the Catch22Wrapper transformer to use pd.Series type internally, from the old nested_univ type.

This also means that parallelization is now supported via broadcasting and set_config, instead of being fused with the transformer.

For the deprecation period, if n_jobs is passed, the estimator uses set_config internally.

[fkiraly]

FYI @yarnabrina, highlighting this as an example where check_n_jobs is being removed due to removal of redundant broadcasting logic inside a "panel" transformer - related issue: #5990

Many of the "panel" transformers aren't really panel transformers, just series transformers with very similar custom broadcasting logic, as above.

Related issue: #5745