BUG: DataFrame index is renamed when using loc with another index
Pandas 0.20.3

```python
In [76]: d2 = pd.DataFrame({'x': [1, 2], 'b': [3, 4]}).set_index('x')

In [77]: d1 = pd.DataFrame({'a': [1, 2], 'b': [3, 4]}).set_index('a')

In [78]: d1.loc[d2.index]
Out[78]: 
   b
x   
1  3
2  4
```

Shouldn't the name of the index after using `loc` be `a`, since I just extracted a subset of `d1`?
