Adding new rows drops index name
```
df = pd.DataFrame({'x': [1,2,6], 'y': [2,2,8], 'z':[-5,0,5]})
df = df.set_index('z')
```

Then `df.index.name` is `'z'`. After modifying an existing row

```
df.loc[5] = {'x': 9, 'y': 99}
```

it's still fine. But once we add a new index:

```
df.loc[10] = {'x': 7, 'y': 77}
```

`df.index.name` is `None`.

I use Pandas 0.16.0 on Python 3.4.

It might be related to another issue with disappearing index name: https://github.com/pydata/pandas/issues/9854
