TYP: Fix annotation of Grouper._set_grouper

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

Ideally we don't even hold this state inside the Grouper, it would make
it easier to reason about. But just do this tiny change for now,
still an improvement.
See #46258 for more details.

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