COMPAT: Ensure rolling indexers return intp
- [x] closes #35148
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Unable to test this locally for the MacPython build, but I am pretty sure this is the main culprit of that failing job.