DEPR: NDFrame.set_axis inplace defaults to false
https://github.com/pandas-dev/pandas/blob/76247c142893c710e970c4cf8a25d73121aa5a2b/pandas/core/generic.py#L594-L598

has been there since  #20164, part of 0.21.0 

With discussion of plans to deprecate similar functionality from set_index in #24046, it's time to make sure `set_axis` conforms to the rest of pandas in this.