[BUG] Index.difference not returning correct name for the resulting Index

[galipremsagar]

Describe the bug
When Index.difference is called using two Index objects with different names, the result shouldn't have a name set.

Steps/Code to reproduce bug

In [1]: import cudf

In [2]: i = cudf.Index(['a', 'b', 'c'], name='a')

In [3]: i2 = cudf.Index(['a'], names='z')

In [4]: i.difference(i2)
Out[4]: StringIndex(['b' 'c'], dtype='object', name='a')

In [5]: i.to_pandas().difference(i2.to_pandas())
Out[5]: Index(['b', 'c'], dtype='object')

Expected behavior

In [4]: i.difference(i2)
Out[4]: StringIndex(['b' 'c'], dtype='object')

Environment overview (please complete the following information)

• Environment location: [Bare-metal]
• Method of cuDF install: [from source]