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GH-34283 [Python] Add types_mapper support to index for to_pandas (#34445)



### Rationale for this change

### What changes are included in this PR?

Only respects types_mapper for indexes as well

### Are these changes tested?

Yes

### Are there any user-facing changes?

Technically this breaks the API in a way that we would now respect the types_mapper for the index.

- [x] closes #34283

cc @ jorisvandenbossche 

Authored-by: Patrick Hoefler <61934744+phofl@users.noreply.github.com>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>