DOC: Validate consistency of title capitalization
In #26933, we're making the capitalization of the title sections consisten. We use to have many titles capitalized as `This is the Section Title`, and we changed all them (probably few were forgotten) to `This is the section title`.

To keep this consistency, we should validate that the capitalization is correct in the CI. This can be done by extracting all the titles, and making sure that only the first letter of the sentence is uppercase, or words defined in a short list, like `Series`, `DataFrame`,...

I think this can be done in two ways:
- As a sphinx extension that validates the titles as they are processed, and generates warnings if they are not (this will automatically fail the CI).
- As an independent script

The first option should be simpler if sphinx can implement this as extension, but not sure if that's the case.