BUG: `df.copy` removes attributes from series in the original dataframe
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
# Your code here
import pandas as pd

df = pd.DataFrame({"a": [1, 2, 3]})
df["a"].attrs["key"] = "value"
display(df["a"].attrs)
# {'key': 'value'}
_ = df.copy()
display(df["a"].attrs)
# {}
```

#### Problem description

Calling copy on a dataframe probably shouldn't modify it or it's contents (especially those exposed through public attributes) in any way.

I would also ague the copy should keep these attributes, but that's more related to #35425

#### Expected Output

The second `display(df["a"].attrs)` should print: `{'key': 'value'}`

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

<details>

```
INSTALLED VERSIONS
------------------
commit           : 67a3d4241ab84419856b84fc3ebc9abcbe66c6b3
python           : 3.8.5.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Thu Oct 29 22:56:45 PDT 2020; root:xnu-6153.141.2.2~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.4
numpy            : 1.19.4
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.4
setuptools       : 50.3.2
Cython           : 0.29.21
pytest           : 6.1.2
hypothesis       : None
sphinx           : 3.3.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : 0.7.4
fastparquet      : 0.4.1
gcsfs            : None
matplotlib       : 3.3.3
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 2.0.0
pytables         : None
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.5.4
sqlalchemy       : 1.3.18
tables           : 3.6.1
tabulate         : 0.8.7
xarray           : 0.16.1
xlrd             : 1.2.0
xlwt             : None
numba            : 0.51.2
```

</details>
