BUG: pd.DataFrame.insert does not align index properly when inserting a series
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

- [ ] I have confirmed this bug exists on the master branch of pandas.


### Reproducible Example

```python
import pandas as pd
df = pd.DataFrame({'col1': [1, 2], 'col2': [3, 4]})
df.insert(0, "col0", pd.Series([5, 6], index=[1, 2]))

# resulting df has 2 rows and index [0, 1],
# when I believe it should have 3 and index [0, 1, 2]
```


### Issue Description

Maybe it's a matter of definition of _index alignment_, but I think `pd.DataFrame.insert` doesn't align the index of what is inserted properly. The documentation clearly says that inserting a `pd.Series` aligns its index (to the one of the dataframe, I assume, documentation is not clear and this is mentioned only next to the corresponding example). Anyway, **keys in the series not present in the dataframe are discarded** and this is also clearly depicted in the documentation, from where I've taken the example above.

I don't think this is correct and this is what is usually meant with _index alignment_. I think it should work more like `pd.concat(..., axis=1)` that I can't use because it seems to discard and recompute the index. But this is another story.

If this is the intended behavior, please clarify it the documentation and move the paragraph about it from the example section to the main documentation of the function.

### Expected Behavior

All the keys present in the `pd.Series` that is `insert`ed in the `pd.DataFrame` are all retained and in case some of them are not present in the dataframe, its index is extended and no-values are added where needed.

### Installed Versions

<details>

INSTALLED VERSIONS
------------------
commit           : 73c68257545b5f8530b7044f56647bd2db92e2ba
python           : 3.7.10.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.18362
machine          : AMD64
processor        : Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None
pandas           : 1.3.3
numpy            : 1.21.2
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.2.4
setuptools       : 58.0.4
Cython           : None
pytest           : 6.2.2
hypothesis       : None
sphinx           : 4.1.2
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 3.0.1
IPython          : 7.27.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : None
fsspec           : 2021.08.1
fastparquet      : 0.6.3
gcsfs            : None
matplotlib       : 3.4.2
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 3.0.0
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>