API: quantile function over columns transposes 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.

---
#### Code snippet
```
import pandas as pd
import numpy as np

df = pd.DataFrame(data={'a': np.arange(100), 'b': np.arange(100),})

df = df.quantile([0.2, 0.5, 0.8], axis=1)

```
#### Problem description

Using  `DataFrame.quantile` over axis=1 with multiple values for q transposes the dataframe. I would expect the quantiles to appear over the specified axis, so along the columns axis when axis = 1, and along rows when axis = 0. Ofcourse, an easy fix is a call to `DataFrame.transpose`. Ideally this should not be necessary in my opinion.

#### Expected Output
Quantile values over the specified axis without transposing the dataframe.

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

<details>

C:\Anaconda64\lib\site-packages\setuptools\distutils_patch.py:26: UserWarning: Distutils was imported before Setuptools. This usage is discouraged and may exhibit undesirable behaviors or errors. Please use Setuptools' objects directly or at least import Setuptools first.
  "Distutils was imported before Setuptools. This usage is discouraged "

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : nl_NL.UTF-8
LOCALE           : None.None

pandas           : 1.0.5
numpy            : 1.18.5
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1.1
setuptools       : 49.2.0.post20200712
Cython           : 0.29.21
pytest           : 5.4.3
hypothesis       : 5.19.3
sphinx           : 3.1.2
blosc            : None
feather          : None
xlsxwriter       : 1.2.9
lxml.etree       : 4.5.2
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.16.1
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : 1.3.2
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.5.2
matplotlib       : 3.2.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.4
pyarrow          : None
pytables         : None
pytest           : 5.4.3
pyxlsb           : None
s3fs             : None
scipy            : 1.3.1
sqlalchemy       : 1.3.18
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.2.9
numba            : 0.50.1

</details>
