DOC: move feature to correct whatsnew section; typos
Splitting up #21645. 

Motivation is easy: when I started working on #21645, there was nothing under "New Features" (usually having a descriptive section each) except this one-liner. To me, this belongs to "Other Enhancements".

Plus found some typos and stuff where the `rst` breaks (cannot have something directly after closing backticks).
