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BUG: index naming escaping not performed by Styler.format_index #47489

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Description

@attack68

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Reproducible Example

...

Issue Description

e.g. see https://stackoverflow.com/questions/72716879/is-there-a-function-to-format-the-index-name-in-a-pandas-styler-dataframe-style

Escaping is applied to formatted header cells but not to index name cells.

Expected Behavior

Unknown at this point, perhaps will work just to apply the same escape parameter to the index name but have to evaluate first.

Installed Versions

Replace this line with the output of pd.show_versions()

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    BugIO LaTeXto_latexStylerconditional formatting using DataFrame.style

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