DEPR: making copies when indexing along columns
- [x] closes #33780
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

xref #33597 for what this might look like once the deprecation is enforced (nice perf bump)

cc @jorisvandenbossche my understanding is that we will need this deprecation for the all-1D world too.  Is that correct?  Any thoughts on nice ways to test this and avoid putting tm.assert_produces_warning in a zillion places across the code?
