REGR: check_flags not respected in assert_frame_equal
- [x] closes #45554
- [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

Also, we should maybe consider #45092 a bug-fix for the flags propagation to the Series object and add some tests for that? I guess this is tested somewhere if the propagation of the flags to the Series when indexing a DataFrame is the right thing to do. Hm in general I am fine with #45092, since the flags are now propagated because of the added finalize call. Which is what we should expect I think.

I don't think that we have many tests where we check for the flags (might be wrong here), because this is related to the finalize issue, where we check for metadata. If the metadata are propagated, the flag is propagated too. > Hm in general I am fine with #45092, since the flags are now propagated because of the added finalize call. Which is what we should expect I think.
> 
> I don't think that we have many tests where we check for the flags (might be wrong here), because this is related to the finalize issue, where we check for metadata. If the metadata are propagated, the flag is propagated too.

agree,  yeah we should actcually turn this to true as a default if possible. @meeseeksdev backport 1.4.x Something went wrong ... Please have a look at my logs.