BUG: pd.DataFrame.pivot() alters external list (v 1.1.5)
I just discovered a strange behavior, pd.DataFrame.pivot() changes an external list by adding an element:
```
import numpy as np
import pandas as pd

size = 10

a = np.random.randint(0, 100, size = size)
b = np.random.randint(0, 100, size = size)
c = np.random.randint(0, 100, size = size)
x = np.random.randint(0, 3, size = size)
y = np.random.randint(0, 100, size = size)

data = {'a': a, 'b': b, 'c': c, 'x': x, 'y': y}

group_fields = ['a', 'b', 'c']
group_fields_copy = group_fields.copy()

df = pd.DataFrame.from_dict(data)
df_pivot = df.pivot(index = group_fields, columns = 'x').reset_index()

print(group_fields)
print(group_fields_copy)
```
```
['a', 'b', 'c', 'x']
['a', 'b', 'c']
```

However, this doesn't happen if I change `group_fields = ['a', 'b', 'c']` to a set `group_fields = ('a', 'b', 'c')` 