CLN: cleanup bench / scripts
now that we removed `sandbox` in #13670, some scripts remain that use this.
- [x] I think we could fully remove the `bench` sub-dir, taking care if we don't have asv's for anything there (I think we do but need to check). (PR https://github.com/pandas-dev/pandas/pull/16984)
- [x] `scripts` dir, we can blow windows_builder (PR #16984)
- [x] `scripts` dir, we can blow away most of these with the exception of: `api_rst_coverage.py`, `find_undoc_args.py`, `merge-py.py`, `find_commits_touching_func.py`, again checking for any benchmark scripts and make sure we have asv.
- [ ] add README.md for `scripts` that documents purpose of these scripts
- [x] ~~move `pandas/build_dist.sh` and `pandas/release_stats.sh` to `scripts` (need to updat e commit checklist though and slightly modify).~~
- [x] ~~remove `pandas/test_perf.sh` and `pandas/Makefile`~~
