add bugfix to whatsnew

Author: KevsterAmp

doc/source/whatsnew/v3.0.0.rst

@@ -702,6 +702,7 @@ I/O
 - Bug in :meth:`read_stata` raising ``KeyError`` when input file is stored in big-endian format and contains strL data. (:issue:`58638`)
 - Bug in :meth:`read_stata` where extreme value integers were incorrectly interpreted as missing for format versions 111 and prior (:issue:`58130`)
 - Bug in :meth:`read_stata` where the missing code for double was not recognised for format versions 105 and prior (:issue:`58149`)
+- Bug in :meth:`set_option` where setting the pandas option ``display.html.use_mathjax`` to ``False`` has no effect (:issue:`59884`)
 - Bug in :meth:`to_excel` where :class:`MultiIndex` columns would be merged to a single row when ``merge_cells=False`` is passed (:issue:`60274`)
 
 Period