BUG: Index/Series.to_frame not respecting explicit name=None
- [ ] closes #xxxx
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

Looks like this broke a doctest, will fix and turn that into a real test hmm can you rebase again. oddly a number of failures.