BUG: Pass copy argument to expanddim constructor in concat.
- [x] closes #42501
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Pass the provided copy argument through to the DataFrame constructor when constructing a DataFrame from a Series iterable, as is done with the other DataFrame construction call in the get_result method.