TST: Add a test for `series name should be preserved in pser.mode() `
Add a test for pser.mode() should set series name

- [x] closes #46737
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [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/vX.X.X.rst` file if fixing a bug or adding a new feature.

@mroeschke Done, thanks! Excellent, thanks @Yikun 

(Failure unrelated)