BUG: dropna changes index even when nothing dropped
- [x] closes #41965
- [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

need to merge master and address comments This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. closing as stale if you want to continue, pls ping to reopen.