44414 data frame attributes not propagating with astype
- [x] closes #44414 
- [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

Couple of comments thanks @skwirskj  No problem @jreback thank you for your help!