Fixes #32589

Description

According to the documentation handle_unknown='warn' in OneHotEncoder is supposed to behave identically to handle_unknown='infrequent_if_exist' (i.e., map unknown categories to the infrequent category) while also emitting a UserWarning.

This PR fixes a bug where handle_unknown='warn' was incorrectly behaving like handle_unknown='ignore', causing unknown categories to be encoded as all zeros.

Additionally, the UserWarning itself was misleading. It incorrectly stated that unknown categories would be "encoded as all zeros" even when handle_unknown='infrequent_if_exist' was used.

Changes Made

This PR addresses the bug in two ways:

1. Corrected the Behavior:
   In _BaseEncoder._map_infrequent_categories, the logic that un-masks unknown values (to map them to the infrequent category) was updated to include handle_unknown='warn'. It previously only checked for handle_unknown='infrequent_if_exist'. This ensures the behavior of 'warn' now matches 'infrequent_if_exist'.

2. Corrected the Warning Message:
   In _BaseEncoder._transform, the warning-generation logic was updated to be conditional.

   • It now emits the correct message: "...encoded as the infrequent category." when handle_unknown is 'warn' or 'infrequent_if_exist'.
   • It continues to emit the "...encoded as all zeros" message when handle_unknown='ignore'.

Testing

• Added a new regression test, test_onehotencoder_handle_unknown_warn_maps_to_infrequent, to specifically verify that 'warn' produces the same output as 'infrequent_if_exist' and emits the new, correct warning.
• Updated several existing tests (like test_ohe_handle_unknown_warn and test_ohe_drop_first_handle_unknown_ignore_warns) that were failing because they were asserting the old, incorrect warning message. They now expect the new, correct warning message.
• All tests in sklearn/preprocessing/tests/test_encoders.py now pass.

Checklist

• A short, descriptive title has been added.
• Tests have been added to cover all changes.
• All existing tests still pass.