[BUG]: Rolling selected too large windows with PeriodIndex
- [x] closes #34225
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

``asi8`` of PeriodIndex is not in nanoseconds, so we can not set ``self.window=freq.nanos``