BUG: Index.difference not always returning a unique set of values

[lukemanley]

• 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/v2.2.0.rst file if fixing a bug or adding a new feature.

Index.difference has two short-circuit paths which currently differ in behavior from the main path in that they do not return a unique set of values when duplicates exist:

In [1]: import pandas as pd

In [2]: idx = pd.Index([1, 1])

In [3]: idx.difference([2])
Out[3]: Index([1], dtype='int64')      <- main path: unique

In [4]: idx.difference([])
Out[4]: Index([1, 1], dtype='int64')   <- short circuit path when right is empty: non-unique

In [5]: idx.difference([True])
Out[5]: Index([1, 1], dtype='int64')   <- short circuit path when right is considered "non-comparable": non-unique

[mroeschke]

Could you construct a completely new Index for `expected instead (and below)?

[lukemanley]

Updated

[mroeschke]

Thanks @lukemanley