BUG: set_index rejects `List[str]`

[bashtage]

Describe the bug
A clear and concise description of what the bug is.

To Reproduce

import pandas as pd

df = pd.DataFrame({"a":[1,2,3]})
_l: list[str] = ["a","b","c"]
df.set_index(_l)

Error with mypy 0.971 is

exp.py:5: error: Argument 1 to "set_index" of "DataFrame" has incompatible type "List[str]"; expected "Union[Optional[Hashable], Series[Any], Index, ndarray[Any, Any], Iterator[Hashable], List[Hashable]]"
exp.py:5: note: "List" is invariant -- see https://mypy.readthedocs.io/en/stable/common_issues.html#variance
exp.py:5: note: Consider using "Sequence" instead, which is covariant
exp.py:5: note: "list" is missing following "Iterator" protocol member:
exp.py:5: note:     __next__

Please complete the following information:

• OS: Windows
• OS Version 11
• python version: 3.10
• version of type checker: mypy
• version of installed pandas-stubs: 1.4.3.220718

Additional context
Looks like a regression in #147

[bashtage]

Might need to be list[HashableT] rather than list[Hashable]

[twoertwein]

Error with mypy 0.971 is

Should probably also bump the minimum version of mypy to the just released 0.971