[BUG] `Columns` name not being preserved in `DataFrame` constructor

[galipremsagar]

Describe the bug
When an index object is passed to columns parameter in DataFrame constructor, the column name is not being preserved. I know there are some design issues are not being able to assign column name to column objects, but this is probably a bug.

Steps/Code to reproduce bug

In [1]: import cudf

In [2]: df = cudf.DataFrame(columns=cudf.Index(['a'], name='n'))
df

In [3]: df
Out[3]: 
Empty DataFrame
Columns: [a]
Index: []

In [4]: df.columns
Out[4]: Index(['a'], dtype='object')

In [5]: import pandas as pd

In [6]: pdf = pd.DataFrame(columns=pd.Index(['a'], name='n'))

In [7]: pdf.columns
Out[7]: Index(['a'], dtype='object', name='n')

In [8]: df = cudf.DataFrame(columns=pd.Index(['a'], name='n'))

In [9]: df.columns
Out[9]: Index(['a'], dtype='object')

Expected behavior

In [7]: df.columns
Out[7]: Index(['a'], dtype='object', name='n')

Environment overview (please complete the following information)

• Environment location: [Bare-metal]
• Method of cuDF install: [from source]