BUG: Respect axis when doing DataFrame.expanding
Closes #23372.

Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/window.py`](https://github.com/gfyoung/pandas/blob/6470a1ae3156267d04d48263ee8274a7ce7196bd/pandas/core/window.py) !

 - There are no PEP8 issues in the file [`pandas/tests/test_window.py`](https://github.com/gfyoung/pandas/blob/6470a1ae3156267d04d48263ee8274a7ce7196bd/pandas/tests/test_window.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=h1) Report
> Merging [#23402](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/de39bfc5e5c6483cb2669773fa10ddc2e32ca111?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23402/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23402      +/-   ##
==========================================
- Coverage   92.21%   92.19%   -0.03%     
==========================================
  Files         161      161              
  Lines       51173    51192      +19     
==========================================
+ Hits        47190    47194       +4     
- Misses       3983     3998      +15
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.62% <100%> (-0.03%)` | :arrow_down: |
| #single | `42.22% <0%> (-0.02%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.4% <100%> (ø)` | :arrow_up: |
| [pandas/core/arrays/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2RhdGV0aW1lbGlrZS5weQ==) | `94.01% <0%> (-2.11%)` | :arrow_down: |
| [pandas/core/indexes/period.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9wZXJpb2QucHk=) | `91.04% <0%> (-1.12%)` | :arrow_down: |
| [pandas/core/dtypes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Jhc2UucHk=) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/missing.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL21pc3NpbmcucHk=) | `93.1% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/inference.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2luZmVyZW5jZS5weQ==) | `98.38% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/dtypes.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2R0eXBlcy5weQ==) | `95.61% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbW1vbi5weQ==) | `94.37% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/cast.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Nhc3QucHk=) | `88.92% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/23402/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbmNhdC5weQ==) | `96.34% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=footer). Last update [de39bfc...6b28995](https://codecov.io/gh/pandas-dev/pandas/pull/23402?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback : Addressed feedback, and all is green.  PTAL. @jreback : All comments addressed, and everything is green.  PTAL. nice! thanks @gfyoung 