BUG: .iloc[:] and .loc[:] return a copy of the original object #13873
Previously they returned the original. This PR should make it consistent with numpy and list.

 - [x] closes #13873
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [x] whatsnew entry