BUG: fix for _validate_setitem_value fails to raise for PandasArray and fix tests

[maushumee]

• [ x] closes BUG: _validate_setitem_value fails to raise for PandasArray #51044. Added _validate_setitem_value method to NumpyExtensionArray class
• [ x] All tests passed. Modified 2 tests as per new expected behavior.
• [ x] All code checks passed(https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
• [ x] Added type annotations(https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to methods.
• [ x] Added an entry in the latest doc/source/whatsnew/v3.0.0.rst file if fixing a bug or adding a new feature.

[maushumee]

Closing this PR. Will open a new draft one and continue with the bug fix.