CLN/PERF: remove gc.collect from the setting_with_copy checks as not needed
This doesn't look might much of a perf gain, but in practice the gc collect can happen at odd times, so this change removes this uncertainty (and is much simpler code)

```
(pandas) bash-3.2$ asv continuous --bench chained_indexing master gc --config asv_bench/asv.conf.json 
· Creating environments
· Discovering benchmarks
· Running 2 total benchmarks (2 commits * 1 environments * 1 benchmarks)
[  0.00%] · For pandas commit d94146cf <master> (round 1/2):
[  0.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...........
[  0.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 25.00%] ··· Running (indexing.ChainIndexing.time_chained_indexing--).
[ 25.00%] · For pandas commit ab6cb31d <gc> (round 1/2):
[ 25.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...
[ 25.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 50.00%] ··· Running (indexing.ChainIndexing.time_chained_indexing--).
[ 50.00%] · For pandas commit ab6cb31d <gc> (round 2/2):
[ 50.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 75.00%] ··· indexing.ChainIndexing.time_chained_indexing                                                                                                                                                                                      ok
[ 75.00%] ··· ====== ==========
               mode            
              ------ ----------
               None   72.6±5ms 
               warn   67.2±4ms 
              ====== ==========

[ 75.00%] · For pandas commit d94146cf <master> (round 2/2):
[ 75.00%] ·· Building for conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt...
[ 75.00%] ·· Benchmarking conda-py3.6-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-pytest-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[100.00%] ··· indexing.ChainIndexing.time_chained_indexing                                                                                                                                                                                      ok
[100.00%] ··· ====== ==========
               mode            
              ------ ----------
               None   69.4±4ms 
               warn   79.5±4ms 
              ====== ==========


BENCHMARKS NOT SIGNIFICANTLY CHANGED.
```
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=h1) Report
> Merging [#27031](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/8ea2d087cda0f40a4e41ce108a32859d51b4d69f?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/27031/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #27031      +/-   ##
==========================================
- Coverage   91.99%   91.99%   -0.01%     
==========================================
  Files         180      180              
  Lines       50774    50767       -7     
==========================================
- Hits        46711    46701      -10     
- Misses       4063     4066       +3
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.63% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.86% <10.52%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `94.18% <100%> (-0.02%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `88.88% <0%> (-11.12%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.89% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.94% <0%> (+0.1%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=footer). Last update [8ea2d08...4c84aa9](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=h1) Report
> Merging [#27031](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d94146cf5d5d9f899a31308d0a4d9e5d132f6442?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/27031/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #27031      +/-   ##
==========================================
- Coverage   92.04%   92.03%   -0.02%     
==========================================
  Files         180      180              
  Lines       50714    50707       -7     
==========================================
- Hits        46680    46668      -12     
- Misses       4034     4039       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.67% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.87% <10.52%> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `94.18% <100%> (-0.02%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `88.88% <0%> (-11.12%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.89% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/27031/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.84% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=footer). Last update [d94146c...ab6cb31](https://codecov.io/gh/pandas-dev/pandas/pull/27031?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @pandas-dev/pandas-core ok with this?