DOC: Fix heading capitalization in doc/source/whatsnew - part4 (#32550)
Add exceptions to the list in 'scripts/validate_rst_title_capitalization.py'

- [ ] Modify files in doc/source/whatsnew: v0.14.0.rst, v0.14.1.rst, v0.15.0.rst, v0.15.1.rst, v0.15.2.rst, v0.16.0.rst, v0.16.1.rst, v0.16.2.rst, v0.17.0.rst, v0.17.1.rst
- [ ] Modify files in scripts: validate_rst_title_capitalization.py