Consistent Return Structure for Rolling Apply
- [X] closes #14013
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

With the changes made in #20949 it appears possible to fix this bug by suppressing a `catch` block that was internal to Rolling's `_apply`. I'm not sure what the purpose of this catch as it essentially allows values to bypass the applied function...Only one test broke on removal which looked wrong anyway, so I updated it as such
