BUG: ArrayManager construction unwanted copy
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

This is also going to be necessary in order to allow round-tripping DataFrame(arr).values as a view on arr