Series losts its name after set_categories
#### Code Works fine
``` python
(
    Series([1,2,3], name='A')
    .astype('category')
    .name
)
```
I get 'A'

#### Code in trouble
``` python
(
    Series([1,2,3], name='A')
    .astype('category')
    .cat.set_categories([1,2,3])
    .name
)
```
I get NoneType

I think its better to keep original name after set_categories()
