BUG: Index does not inherit existing Index or DatatetimeIndex object …
This PR is meant to fix issue #11193 
The issue prevent, when creating a new `Index` object based on a passed `Index` or `DatetimeIndex` object, to inherit the existing `Index` name if a new name is not provided. 

I've also created two unit test which test the new behaviour on both cases (passing an `Index` or `DatetimeIndex` object) and added a comment in the whatsnew documentation.
