BUG: Fix DataFrame.to_dict(orient='index', into=...) to apply into to nested mappings

[C1-BA-B1-F3]

Description

This PR fixes issue #65778 where DataFrame.to_dict(orient="index", into=...) only applies the into parameter to the outer mapping, not to the nested row mappings.

Changes

Bug Fix

• Modified pandas/core/methods/to_dict.py to apply the into parameter to nested row mappings when orient='index'
• Fixed all three code paths:
  1. are_all_object_dtype_cols path (all object dtype columns)
  2. box_native_indices path (mixed dtypes with object columns)
  3. else path (non-object dtypes)

Tests

• Added test_to_dict_index_into_nested test in pandas/tests/frame/methods/test_to_dict.py
• Tests verify the fix works for all three code paths
• Tests verify the fix works with different mapping types (MyDict, OrderedDict, defaultdict)

Example

Before the fix:

import pandas as pd

class MyDict(dict):
    pass

df = pd.DataFrame({"A": [1, 2], "B": ["x", "y"]})
result = df.to_dict(orient="index", into=MyDict)

type(result)      # <class '__main__.MyDict'>
type(result[0])   # <class 'dict'>  # BUG: should be MyDict

After the fix:

type(result[0])   # <class '__main__.MyDict'>  # FIXED

Testing

All tests pass:

• pytest pandas/tests/frame/methods/test_to_dict.py::TestDataFrameToDict::test_to_dict_index_into_nested -xvs
• Manual testing with various mapping types and DataFrame configurations

Closes #65778

[C1-BA-B1-F3]

Duplicate of PR #66034 which already addresses issue #65778.