Union of index with itself not invariant, sets frequency attribute

[multiloc]

When creating the union of an index with itself, the frequency may end up being reset. I would have expected the call to union in the following example to be invariant and return the original index:

In [56]: index = pd.bdate_range('20150101', periods=10)
In [57]: index.freq = None
In [58]: index
Out[58]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: None, Timezone: None

In [59]: index.union(index)
Out[59]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: B, Timezone: None

This then propagates through to e.g. combine_first, which is also not invariant. This might be desirable behavior in some cases but definitely surprising imo.

[jreback]

so the case is an index that has idx.freq is None with another will NOT take the fast path, but then both compare equal. ok so far.

Then an infererence happens here

I suppose if both have incoming freq is None then don't need to infer.

Not sure what this would break though.

want to do a PR and see?