BUG: dropna changing index when nothing is dropped
- [x] closes #41965
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

```
# With nan as last element
# before
# 1.63 ms ± 113 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

# after
# 1.68 ms ± 91.5 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)


# without nan
# before
# 1.6 ms ± 68.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

# after
# 714 µs ± 63.3 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
```
ty!