TST: avoid chained assignment in tests outside of specific tests on chaining
A small part of the test changes from #46958 that can be done separately.

We have specific tests about chained indexing (eg `test_chaining_and_caching.py`), so outside those specific tests, I can think we can avoid using chained indexing (regardless of #46958, this would follow our own recommendation on best indexing practices, although it also shows that some cases of mixed positional/label based setting is somewhat convoluted)
thanks @jorisvandenbossche 