API/BUG: Index.str.split(expand=True) not nan-safe

[h-vetinari]

This is similar to #23558 and shares the same underlying reason: #23578
Found through extensive testing introduced in #23582 (which itself is a split off from #23167)

>>> values = ['a', np.nan, 'c']
>>> pd.Series(values).str.split(' ')
0    [a]
1    NaN
2    [c]
dtype: object
>>> pd.Series(values).str.split(' ', expand=True)
     0
0    a
1  NaN
2    c
>>> pd.Index(values).str.split(' ')
Index([['a'], nan, ['c']], dtype='object')
>>> pd.Index(values).str.split(' ', expand=True)
Traceback (most recent call last):
[...]
TypeError: object of type 'float' has no len()