SettingWithCopyWarning does not trigger on the second time?
Found a false negative for the SettingWithCopyWarning that surprised me a bit:

```python
import numpy as np
import pandas as pd

def create_df():
    NROWS = 10
    return (pd.DataFrame({'i1': range(NROWS),
                         'f1': np.arange(NROWS) / NROWS})
             .assign(i2=lambda df: -pd.Series(reversed(df.i1)),
                     f2=lambda df: -pd.Series(reversed(df.f1))))

# Warning the first time.
df = create_df()
df[['i1', 'f1']].loc[0:5] = 2000
# For the same access, on a completely new dataframe, no warning the second time??
df = create_df()
df[['i1', 'f1']].loc[0:5] = 2000
```

This is rather surprising to me. Is this a bug in the code that raises SettingWithCopyWarning? At least, it'd be nice to give an intuition in the docs on why this behavior happens. I could create a pull request for the doc, if I understood why this was happening. (Or create one for a fix, if there's a reasonably easy one.)

This is with Pandas 0.24.2, on CPython 3.7.3.