PERF: do not instantiate IndexEngine for standard lookup over RangeIndex
- [x] closes #16685
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

The ``pytest.raises(AttributeError, ...)`` are somewhat superfluous in that they test a limit of the implementation, rather than a guarantee of the API... but they still make the test more robust.