DOC: update DataFrame.set_index docstring (#6549)
DOC: update DataFrame.set_index docstring (#6549)

The `DataFrame.set_index` docstring was seemingly inherited from
`dask.dataframe.shuffle.set_index` and did not reflect the latest
version of the method signature.
dask/dask,jakirkham/dask,dask/dask,jakirkham/dask,blaze/dask,blaze/dask