DOC: Add missing docstring error to validate_docstrings.py
This is an update of a previous pull request -- https://github.com/pandas-dev/pandas/pull/23669
with all unrelated commits and merges removed and and updates added from code review of that pull request.

- [x] closes #23648
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
