BUG: Index.intersection casting to object instead of numeric
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

already has whatsnew.  mind if i add the copy=False in the next pass?  lots in the pipeline > already has whatsnew. mind if i add the copy=False in the next pass? lots in the pipeline

sure I don't know if it was this PR (from this range https://github.com/pandas-dev/pandas/compare/65319af6...f04ec866), but the `intersection` method got a bit slowdown in case of numeric indexes: https://pandas.pydata.org/speed/pandas/#index_object.SetOperations.time_operation?p-dtype='int'&p-method='intersection' Ah, might also be https://github.com/pandas-dev/pandas/pull/36927