BUG: index name is not working

[UranusSeven]

Describe the bug

When creating a dataframe with a named index like:

df = md.DataFrame({"foo": (1, 2, 3), "bar": (4, 4, 4)}, index=md.Series([1, 2, 5], name='i'))

The index of resulting dataframe doesn't have a name.

   foo  bar
1    1    4
2    1    5
3    3    6

And for pandas:

df = pd.DataFrame({"foo": (1, 2, 3), "bar": (4, 4, 4)}, index=pd.Series([1, 2, 5], name='i'))
df

The resulting dataframe be like:

   foo  bar
i
1    1    4
2    2    4
5    3    4