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BUG: freq attribute is None after set_index #42747

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@antvig

Description

@antvig
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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

df = pd.DataFrame({"datetime": pd.date_range("1/1/1", periods=20, freq="H", tz="UTC")})

df.set_index("datetime", inplace=True)

df.index.freq --> `None`

Problem description

This behavior is new in 1.3.0 and 1.3.1.

In 1.2.5, the output was, as expected, H

Expected Output

'H'

Output of pd.show_versions()

INSTALLED VERSIONS

commit : c7f7443
python : 3.8.10.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19041
machine : AMD64
processor : Intel64 Family 6 Model 158 Stepping 13, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : fr_FR.cp1252
pandas : 1.3.1
numpy : 1.21.1
pytz : 2021.1
dateutil : 2.8.2
pip : 21.1.3
setuptools : 57.4.0
Cython : None
pytest : 6.2.4
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyxlsb : None
s3fs : None
scipy : 1.7.0
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : None

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    BugDatetimeDatetime data dtypeInternalsRelated to non-user accessible pandas implementationRegressionFunctionality that used to work in a prior pandas version

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