Add deprecation warning for set_allocator.

[vyasr]

Description

Resolves #11097.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

[codecov]

Codecov Report

Base: 87.40% // Head: 88.14% // Increases project coverage by +0.73% 🎉

Coverage data is based on head (15ac947) compared to base (f72c4ce).
Patch coverage: 89.73% of modified lines in pull request are covered.

Additional details and impacted files

@@               Coverage Diff                @@
##           branch-22.12   #11958      +/-   ##
================================================
+ Coverage         87.40%   88.14%   +0.73%     
================================================
  Files               133      133              
  Lines             21833    21984     +151     
================================================
+ Hits              19084    19377     +293     
+ Misses             2749     2607     -142     

Impacted Files	Coverage Δ
python/cudf/cudf/core/dataframe.py	93.77% <ø> (ø)
python/cudf/cudf/core/indexed_frame.py	92.03% <ø> (ø)
python/cudf/cudf/core/udf/__init__.py	97.05% <ø> (+47.05%)	⬆️
python/cudf/cudf/io/orc.py	92.94% <ø> (-0.09%)	⬇️
python/cudf/cudf/testing/dataset_generator.py	72.83% <ø> (-0.42%)	⬇️
...thon/dask_cudf/dask_cudf/tests/test_distributed.py	18.86% <ø> (+4.94%)	⬆️
python/cudf/cudf/core/_base_index.py	82.20% <43.75%> (-3.35%)	⬇️
python/cudf/cudf/utils/utils.py	89.91% <50.00%> (-0.69%)	⬇️
python/cudf/cudf/io/text.py	91.66% <66.66%> (-8.34%)	⬇️
python/strings_udf/strings_udf/__init__.py	86.27% <76.00%> (-10.61%)	⬇️
... and 28 more

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[shwina]

@gpucibot merge