BUG: Let IntervalIndex constructor override inferred closed
- [X] closes #19370
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

Makes `IntervalIndex` constructor behavior consistent: the `closed` parameter, if specified, takes priority over the inferred `closed`.

Comments:
- Modified the `intervals_to_interval_bounds` function to optionally raise if mixed values of `closed` are  encountered instead of automatically raising.
   - Allow creating an `IntervalIndex` from mixed closed lists, e.g.`[Interval(0, 1, closed='left'), Interval(2, 3, closed='right')]`, only if `closed` is specified during construction.
  -  The above will still raise if `closed` is not passed to the constructor.
   - This appears to only be called in the constructor currently.
- Added an Interval subsection to the Bug Fixes section of the 0.24.0 whatsnew, since I anticipate that there will be a non-negligible number of interval related fixes.