TST: consolidate set_op tests across indexes

[fdroessler]

Problem description

Following up from a discussion in: #25913 (comment)

Currently set_ops are not tested across all indexes and should probably be consolidated in a new file maybe pandas/tests/indexes/test_setops.py pulling tests from subdirectories and relevant tests from pandas/tests/indexes/test_base.py and potentially other files together.

@jreback Would be good to get your input as well. I know that @reidy-p wanted to have a look at reorganising tests as well.

I'll start looking into this and adding to this issue with an idea of how to proceed but input would be welcome.

[jbrockmendel]

We're moving in the other direction. Closing.