BUG: column set when using `xorbits.pandas.Index`

[ChengjieLi28]

Without this PR, this example will raise an error:

import xorbits.pandas as xpd

data = {"a": [1, 2, 3], "b": [4, 5, 6]}
xdf = xpd.DataFrame(data)

xdf.columns = xpd.Index(["c1", "d1"])
print(xdf)

Related issue number

Fixes #xxxx

Check code requirements

• [x] tests added / passed (if needed)
• [x] Ensure all linting tests pass

[codecov[bot]]

Codecov Report

Merging #745 (629d124) into main (b320ca3) will decrease coverage by 26.87%. The diff coverage is n/a.

@@             Coverage Diff             @@
##             main     #745       +/-   ##
===========================================
- Coverage   76.54%   49.68%   -26.87%     
===========================================
  Files        1058     1058               
  Lines       79780    79780               
  Branches    16504    12433     -4071     
===========================================
- Hits        61071    39638    -21433     
- Misses      16316    38561    +22245     
+ Partials     2393     1581      -812     

Flag	Coverage Δ
unittests	49.67% <ø> (-26.79%)	:arrow_down:

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Files	Coverage Δ
python/xorbits/_mars/dataframe/datasource/index.py	74.26% <ø> (-17.65%)	:arrow_down:

... and 625 files with indirect coverage changes