SQL UNION
#### Code Sample, a copy-pastable example if possible
```
pd.read_sql(
            '''
            SELECT CountryCode, ShortName,LatestPopulationCensus
            FROM Country
            WHERE Region = 'South Asia'
            
            UNION
            
            SELECT CountryCode, LatestPopulationCensus, LongName
            FROM Country
            WHERE Region = 'North America'
            '''
    ,con=conn)
```
#### Problem description

I noticed that when doing UNION of two datasets. The result depends on the order of selected columns and unites data according to this order and not to underlying labels. That doesn't look right. 

CountryCode	ShortName	LatestPopulationCensus
0	AFG	        Afghanistan	1979
1	BGD	Bangladesh	2011
2	BMU	2010	        The Bermudas
3	BTN  	Bhutan	        2005
4	CAN	2011         	Canada
5	IND	        India	        2011


 Is there a way to correct it withing pandas or is it SQL issue?

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#### Expected Output

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

<details>

[paste the output of ``pd.show_versions()`` here below this line]

</details>
