DEPR: verify_integrity in DataFrame.set_index

[jbrockmendel]

xref #20110

This just checks whether the index is unique. I don't see why this is needed.

[Lakshya-Upadhyaya]

Hi! I'd like to work on this. Just to confirm the approach:

Should we deprecate verify_integrity first (add a FutureWarning/Pandas4Warning
in 3.0, remove in 4.0), or remove it directly in this PR?

If deprecating, I can follow the same pattern as #62948.

[jorisvandenbossche]

@Lakshya-Upadhyaya yes, first deprecate the keyword.

This just checks whether the index is unique. I don't see why this is needed.

Yeah, it seems we can point the user to just check obj.index.is_unique themselves (I suppose the only downside might be that you cannot easily call that inside a method chain)