No SettingWithCopyWarning for chained indexing when .loc or .iloc is first indexer
#### Code Sample, a copy-pastable example if possible

```python
>>> df = pd.DataFrame(np.random.rand(3,4), index=['a', 'b', 'c'], columns=['w','x', 'y', 'z'])

>>> df.loc[['a', 'b']]['w'] = 1  # No warning, no change
>>> df.loc['a':]['w'] = 1 # No warning, no change
>>> df.loc['a':'b']['w'] = 1 # Warning, no change
>>> df.loc['a':'b']['w'] = .5 # Warning, modified
>>> df.loc['a']['w'] = 1 # No warning, modified
>>> df.loc['a', ['w', 'x']]['w'] = 99 # No warning, no change
>>> df.loc[df.x > .2]['w'] = 111 # Warns only when boolean index contains a mix of True/False, no change

>>> df.iloc[[0, 2]]['w'] = 99 # Warning, no change
>>> df.iloc[:2]['w'] = 99 # Warning, no change
>>> df.iloc[2]['w'] = 99 # No warning, modified
>>> df.iloc[:2, :2]['w'] = 100 # No warning, no change
```
#### Problem description

I am completely confused by this behavior. I would expect that all of these should trigger warnings as they are all using chained indexing to make assignments. There is one example from each `.loc\iloc` that does modify `df`. 

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Darwin
OS-release: 15.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.21.0
pytest: 3.2.1
pip: 9.0.1
setuptools: 36.5.0.post20170921
Cython: 0.26.1
numpy: 1.13.3
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 6.1.0
sphinx: 1.6.3
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.3
blosc: None
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.2
feather: None
matplotlib: 2.1.0
openpyxl: 2.4.8
xlrd: 1.1.0
xlwt: 1.2.0
xlsxwriter: 1.0.2
lxml: 4.1.0
bs4: 4.6.0
html5lib: 0.999999999
sqlalchemy: 1.1.13
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.5.0
</details>
