TYP: Fix annotation of Grouper._set_grouper

The return value is never used. Don't pretend
that it is.

Author: NickCrews

pandas/core/groupby/grouper.py

@@ -339,7 +339,7 @@ def _get_grouper(
         return self.binner, self.grouper, self.obj  # type: ignore[return-value]
 
     @final
-    def _set_grouper(self, obj: NDFrame, sort: bool = False):
+    def _set_grouper(self, obj: NDFrame, sort: bool = False) -> None:
         """
         given an object and the specifications, setup the internal grouper
         for this particular specification
@@ -413,7 +413,6 @@ def _set_grouper(self, obj: NDFrame, sort: bool = False):
         # "NDFrameT", variable has type "None")
         self.obj = obj  # type: ignore[assignment]
         self._gpr_index = ax
-        return self._gpr_index
 
     @final
     @property