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DEPR: dropping nuisance columns in BaseWindow._apply #42738

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@jbrockmendel

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@jbrockmendel

In BaseWindow._apply we call mgr.apply with ignore_failures=True, which causes us to silently drop columns for which the function is invalid. We have deprecated this pattern for DataFrame reductions and GroupBy reductions, should deprecate it here too.

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    DeprecateFunctionality to remove in pandasNuisance ColumnsIdentifying/Dropping nuisance columns in reductions, groupby.add, DataFrame.applyWindowrolling, ewma, expanding

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