BUG: name retention in Index.intersection
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

its going to take a few passes to get the behavior consistent across all subclasses.  once done, we can de-duplicate the boilerplate.
pls add a whatsnew as well whatsnew added + greenish (the same test_area_lim)