BUG: set column name when using xorbits.pandas.Index

[luweizheng]

Without this PR, this example will raise an error:

import xorbits.pandas as xpd

data = {"a": [1, 2, 3], "b": [4, 5, 6]}
xdf = xpd.DataFrame(data)

xdf.columns = xpd.Index(["c1", "d1"])
print(xdf)

Related issue number

Fixes #xxxx

Check code requirements

• tests added / passed (if needed)
• Ensure all linting tests pass

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 78.73%. Comparing base (607c3b9) to head (3817bb0).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #836      +/-   ##
==========================================
- Coverage   82.79%   78.73%   -4.06%     
==========================================
  Files        1071     1071              
  Lines       80176    80176              
  Branches    12209    12209              
==========================================
- Hits        66378    63128    -3250     
- Misses      12253    15322    +3069     
- Partials     1545     1726     +181     

Flag	Coverage Δ
unittests	78.63% <ø> (-4.05%)	⬇️

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[hucorz]

LGTM