DOC: Add CoW optimizations to whatsnew
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

cc @lithomas1 @jorisvandenbossche 

Let's add them on a pr basis after this is merged
Thanks @phofl  FWIW, while this list is getting long (and basically becoming just a list of all pandas methods ;)), I am not sure how useful it is to explicitly list them (it makes this item in the whatsnew section quite long and potentially distracting from the more important content). 

It might be nice if we could just say "A new lazy copy mechanism that defers the copy until the object in question is modified was added to _all relevant_ methods." ? 
(if that would actually be the case ..) Generally, I agree. But as long as we don't have everything we should reference all methods that already have the optimization somewhere.

Linking to our issue might be confusing, since we will update this after we released 2.0. But open for suggestions, as long as the information is available somewhere We could add a user guide section (wanted to do this anyway before the final 2.0 release is out) and have all optimised methods there