Concat single series along columns returns a DataFrame
This came up in dask, I wanted to confirm whether or not it's intentional before dask mirrors pandas:

```python
In [6]: import pandas as pd

In [7]: pd.concat([pd.Series([1, 2], name='foo')], axis='columns')
Out[7]:
   foo
0    1
1    2

In [8]: type(_)
Out[8]: pandas.core.frame.DataFrame
```

I think it's fine for `concat(..., axis=1)` to always return a DataFrame, but we should document that.