DOC: Update warning in Index.values docstring to clarify index modification issues (#60954)

Author: Manju080

pandas/core/indexes/base.py

@@ -4912,6 +4912,10 @@ def values(self) -> ArrayLike:
            :meth:`Index.to_numpy`, depending on whether you need
            a reference to the underlying data or a NumPy array.
 
+           Modifying 'Index.values' directly is not supported and can lead to memory
+           corruption or segmentation faults. This is because 'Index.values' provides
+           a direct reference to internal NumPy data.
+
         Returns
         -------
         array: numpy.ndarray or ExtensionArray