Union of index with itself not invariant, sets frequency attribute
When creating the union of an index with itself, the frequency may end up being reset. I would have expected the call to union in the following example to be invariant and return the original index:

```
In [56]: index = pd.bdate_range('20150101', periods=10)
In [57]: index.freq = None
In [58]: index
Out[58]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: None, Timezone: None

In [59]: index.union(index)
Out[59]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: B, Timezone: None
```

This then propagates through to e.g. `combine_first`, which is also not invariant. This might be desirable behavior in some cases but definitely surprising imo.
