DOC: Add 1.5.x note to main

[phofl]

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[datapythonista]

Unrelated to this PR, but seeing the tricky things we need to do in the whatsnew when open PRs directly to a branch, I wonder whether would make sense to have the release note in the website, instead of versioned in the docs...

I wonder if there are differences between the release notes in 1.5.3 (or others) when checking the docs of it, compared to when checking the docs of a future version like 2.0. We'd solve that.