TST: df.loc[:, 'col'] returning a view, but df.loc[df.index, 'col'] returning a copy
- [x] closes #15631
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

I'm not sure about this - are we expecting that this loc call copies? @mroeschke @jreback  @arw2019 are you still working on this?  @erfannariman yes I think this is ready to go, waiting for review @WillAyd 

> I'm not sure about this - are we expecting that this loc call copies? @mroeschke @jreback 

yes this has been the case for a long time thanks @arw2019 