DOC: Fix capitalization among headings in doc/source/whatsnew (#32550)
Updated headers for the following files:

```
- [x] doc/source/whatsnew/index.rst
- [x] doc/source/whatsnew/v0.14.0.rst
- [x] doc/source/whatsnew/v0.15.0.rst
- [x] doc/source/whatsnew/v0.18.0.rst
- [x] doc/source/whatsnew/v0.18.1.rst
```