BUG: Display the legend when calling plot with kind='density'. GH4216
See issue https://github.com/pydata/pandas/issues/4216

@garaud thanks for the contribution! can you add a test and release notes please. thanks
 Thanks to remind me to add a test and release notes. See my two latest commits.

See you,
Damien
 you'll also need to rebase on top of `master`, github is warning about merge conflicts, probably just a release notes conflict
 Should be good now.
 @jreback look ok?
 yep
 @garaud thanks!
