BUG: Fixed regression in rolling.skew and rolling.kurt modifying object
- [x] closes #38908
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Alternative would be np.copy before releasing gil. In this case we would have to touch values_copy twice in case of ``min_val - mean_val > -1e5``