DOC/TST: Indexing with NA raises
xref https://github.com/pandas-dev/pandas/issues/29556, https://github.com/pandas-dev/pandas/issues/28778

We're already doing the right thing on master. This just documents that behavior, and adds a handful of tests.

I'm not sure if there are existing tests I should be parameterizing. I only found a couple in `tests/indexing/`, which I parametrized over bool and boolean dtype. Will add more if I've missed any. In the meantime, I've written new tests.