[FEA] Disallow sets from data/index/column constructors?

[mroeschke]

Is your feature request related to a problem? Please describe.
pandas has disallowed sets from data/index/column constructors since they are unordered and construction assumes order of elements. Should cudf do the same?

In [1]: import cudf

In [3]: cudf.Series({1, 2, 3})
Out[3]: 
0    1
1    2
2    3
dtype: int64

In [4]: cudf.Series({"a": {1, 2, 3}})
Out[4]: 
a    [1, 2, 3]
dtype: list

In [5]: cudf.DataFrame({"a": {1, 2, 3}})
Out[5]: 
   a
0  1
1  2
2  3

In [6]: cudf.DataFrame(range(2), index={1, 2})
Out[6]: 
   0
1  0
2  1

In [8]: cudf.DataFrame(range(2), columns={1})
Out[8]: 
   1
0  0
1  1

Describe the solution you'd like
All the examples raise a ValueError

Describe alternatives you've considered
Convert to list

Additional context
Add any other context, code examples, or references to existing implementations about the feature request here.