RangeIndex copy behaviour differs from other indices
It is my understanding that the `copy` parameter of `RangeIndex` is present virtually only for API compatibility with other indices: however the behaviour for `copy=False` differs from other indices in what follows:

```
In [2]: i = pd.Int64Index(range(10))

In [3]: i.name = 'original'

In [4]: j = pd.Int64Index(i)

In [5]: j.name

In [6]: j.name = 'copy'

In [7]: i.name
Out[7]: 'original'

In [8]: i = pd.RangeIndex(10)

In [9]: i.name = 'original'

In [10]: j = pd.RangeIndex(i)

In [11]: j.name
Out[11]: 'original'

In [12]: j.name = 'copy'

In [13]: i.name
Out[13]: 'copy'
```

In other words, since `RangeIndex` doesn't have any data to copy, the value of the `copy` parameter should be irrelevant. For homogeneity with other indices, we should always act as if `copy=True`. The docs should also be changed to state that `copy` parameter has no effect and is present only for API compatibility. I'll push a PR if you agree.
