Deprecate index merging

[vyasr]

This PR deprecates support for merging Index objects. pandas only supports merging of DataFrames, so we should move towards that as well. The main internal implication of this change is that BaseIndex.union and BaseIndex.difference now require an internal conversion to a DataFrame followed by a conversion of the result back to the appropriate index type. Since the intermediate objects are not modified and don't involve additional memory allocations, this change just adds a little bit of Python overhead to index merging (10-50 us). Once the deprecated code is fully removed, though, we should be able to make this time back by simplifying the internals of joining, which currently has logic for handling Series and Index objects internally.

[codecov]

Codecov Report

Merging #10689 (2c83f3e) into branch-22.06 (94a5d41) will decrease coverage by 0.00%.
The diff coverage is 90.12%.

@@               Coverage Diff                @@
##           branch-22.06   #10689      +/-   ##
================================================
- Coverage         86.38%   86.38%   -0.01%     
================================================
  Files               142      142              
  Lines             22334    22341       +7     
================================================
+ Hits              19294    19300       +6     
- Misses             3040     3041       +1     

Impacted Files	Coverage Δ
python/cudf/cudf/_fuzz_testing/json.py	0.00% <0.00%> (ø)
python/cudf/cudf/core/column/string.py	89.22% <ø> (+0.12%)	⬆️
python/cudf/cudf/core/index.py	92.31% <ø> (ø)
python/cudf/cudf/utils/gpu_utils.py	50.00% <0.00%> (-4.29%)	⬇️
python/cudf/cudf/core/df_protocol.py	88.48% <33.33%> (ø)
python/cudf/cudf/core/algorithms.py	90.47% <50.00%> (ø)
python/cudf/cudf/core/subword_tokenizer.py	75.00% <50.00%> (ø)
python/cudf/cudf/core/reshape.py	89.82% <80.00%> (-0.27%)	⬇️
python/cudf/cudf/testing/_utils.py	93.85% <80.00%> (ø)
python/cudf/cudf/core/frame.py	93.41% <89.47%> (-0.26%)	⬇️
... and 26 more

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[vyasr]

@gpucibot merge