[BUG] Incorrect name selection in Index.difference when an object with no-name is passed

[galipremsagar]

Describe the bug
When a difference is calculated with an object that has no name, the result should have the name of the Index object itself.

Steps/Code to reproduce bug

In [1]: import cudf

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

In [3]: s.difference([])
Out[3]: StringIndex(['a' 'b' 'c'], dtype='object')

In [4]: s.to_pandas().difference([])
Out[4]: Index(['a', 'b', 'c'], dtype='object', name='abc')

Expected behavior

In [4]: s.difference([])
Out[4]: Index(['a', 'b', 'c'], dtype='object', name='abc')

Environment overview (please complete the following information)

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