TST: remove chained assignment outside indexing tests
Small piece broken off from https://github.com/pandas-dev/pandas/pull/41878

This updates a  bunch of tests that are unnecessarily using chained assignment. Outside tests specifically about indexing, I think it's better/cleaner to use the more idiomatic single .loc call (and also makes it easier to change the behaviour as I am doing in https://github.com/pandas-dev/pandas/pull/41878).