DOC: Clarify str.cat output for Index object (GH35556)

[anvivats]

• closes DOC: .str.cat output in case of Index object #35556
• Tests added and passed — N/A (doc-only change)
• All code checks passed — pre-commit and CI should pass
• Added type annotations — N/A (no new code added)
• Added an entry in the latest whatsnew — N/A (doc-only update)

Summary of Changes

This PR improves the docstring for str.cat() to clarify what happens when the caller is an Index and others is None.

Specifically, the doc now explains that in this case, the output is also an Index containing a single string, rather than a plain str as it is for Series.

Example added:

>>> idx = pd.Index(["a", "b", np.nan])
>>> idx.str.cat(sep="-")
Index(['a-b'], dtype='object')