Index constructor should always make a shallow copy, never returning the same object

[shoyer]

This is currently not the case (e.g., for TimedeltaIndex)

as discussed in #10026.

[toobaz]

I think this was fixed, at least for TimedeltaIndex.

In [2]: tdi = pd.TimedeltaIndex(['2d', '3d'])                                                                                                                 

In [3]: id(tdi)                                                                                                                                               
Out[3]: 140386936136200

In [4]: id(pd.TimedeltaIndex(tdi))                                                                                                                            
Out[4]: 140386936137712

In [5]: id(tdi.copy())                                                                                                                                        
Out[5]: 140386936309688

(Please reopen if I misunderstood...)