BUG/TST/DOC: added finalize to melt, GH28283
Progress towards #28283

This PR gives the `melt` method the ability to propagate metadata using `__finalize__`.

- [ ] xref #28283
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests)
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/v1.5.0.rst` file

Contributors:
- [Edward Huang](https://github.com/edwhuang23)
- [Solomon Song](https://github.com/songsol1)
very nice @edwhuang23 

also ok to do a few more methods in a PR.