sklearn 1.4 breaks using astropy tables with KFold.split

### Describe the bug

Since sklearn 1.4, using e.g. `train_test_split` on `astropy.table.Table` objects raises an exception:


### Steps/Code to Reproduce

```python
from astropy.table import Table
from sklearn.model_selection import KFold
from astropy import __version__ as astropy_version
from sklearn import __version__ as sklearn_version

print(f"sklearn: {sklearn_version}, astropy: {astropy_version}")


t = Table({"a": [1, 2, 3, 4], "b": [4, 5, 6, 7]})

fold = KFold(2)
print(next(fold.split(t)))
```


### Expected Results

```
❯ python sklearn_astropy.py
sklearn: 1.3.2, astropy: 6.0.0
(array([2, 3]), array([0, 1]))
```



### Actual Results

```
sklearn: 1.4.0, astropy: 6.0.0
Traceback (most recent call last):
  File "/home/maxnoe/test/astropy_skllearn_1.4/sklearn_astropy.py", line 12, in <module>
    print(next(fold.split(t)))
          ^^^^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/model_selection/_split.py", line 367, in split
    X, y, groups = indexable(X, y, groups)
                   ^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 476, in indexable
    check_consistent_length(*result)
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 427, in check_consistent_length
    lengths = [_num_samples(X) for X in arrays if X is not None]
              ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 427, in <listcomp>
    lengths = [_num_samples(X) for X in arrays if X is not None]
               ^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 351, in _num_samples
    if _use_interchange_protocol(x):
       ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 288, in _use_interchange_protocol
    return not _is_pandas_df(X) and hasattr(X, "__dataframe__")
               ^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/sklearn/utils/validation.py", line 2073, in _is_pandas_df
    if hasattr(X, "columns") and hasattr(X, "iloc"):
                                 ^^^^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/astropy/table/table.py", line 1046, in iloc
    return TableILoc(self)
           ^^^^^^^^^^^^^^^
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/astropy/table/index.py", line 949, in __init__
    super().__init__(table)
  File "/home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/astropy/table/index.py", line 832, in __init__
    raise ValueError("Cannot create TableLoc object with no indices")
ValueError: Cannot create TableLoc object with no indices
```


### Versions

```shell
System:
    python: 3.11.6 (main, Nov 14 2023, 09:36:21) [GCC 13.2.1 20230801]
executable: /home/maxnoe/test/astropy_skllearn_1.4/venv/bin/python
   machine: Linux-6.1.70-1-MANJARO-x86_64-with-glibc2.38

Python dependencies:
      sklearn: 1.4.0
          pip: 23.2.1
   setuptools: 65.5.0
        numpy: 1.26.3
        scipy: 1.11.4
       Cython: None
       pandas: None
   matplotlib: None
       joblib: 1.3.2
threadpoolctl: 3.2.0

Built with OpenMP: True

threadpoolctl info:
       user_api: openmp
   internal_api: openmp
    num_threads: 8
         prefix: libgomp
       filepath: /home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/scikit_learn.libs/libgomp-a34b3233.so.1.0.0
        version: None

       user_api: blas
   internal_api: openblas
    num_threads: 8
         prefix: libopenblas
       filepath: /home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/numpy.libs/libopenblas64_p-r0-0cf96a72.3.23.dev.so
        version: 0.3.23.dev
threading_layer: pthreads
   architecture: Haswell

       user_api: blas
   internal_api: openblas
    num_threads: 8
         prefix: libopenblas
       filepath: /home/maxnoe/test/astropy_skllearn_1.4/venv/lib/python3.11/site-packages/scipy.libs/libopenblasp-r0-23e5df77.3.21.dev.so
        version: 0.3.21.dev
threading_layer: pthreads
   architecture: Haswell
```

COMMENT:
I would not consider as a scikit-learn bug since I can trigger the issue without any scikit-learn code:

```python
from astropy.table import Table

t = Table({"a": [1, 2, 3, 4], "b": [4, 5, 6, 7]})
hasattr(t, "iloc")
```

Labels: Bug