FIX-#6703: don't use set_index_name(None)

[anmyachev]

What do these changes do?

This code was added quite a long time ago. I don’t know exactly which case this fixes, but all tests pass. I suggest deleting it, since it materializes the index (and it seems to be unnecessary).

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• passes flake8 modin/ asv_bench/benchmarks scripts/doc_checker.py
• passes black --check modin/ asv_bench/benchmarks scripts/doc_checker.py
• signed commit with git commit -s
• Resolves Executing _query_compiler.set_index_name(None) seems unnecessary. #6703
• tests added and passing
• module layout described at docs/development/architecture.rst is up-to-date

[dchigarev]

Just for the history: the set_index_name(None) was needed in the past in order to avoid propagation of the __reduced__ name into the index:

>>> df = pd.DataFrame({"a": [2, 1, 3, 4], "b": [3, 4, 5, 6]})
>>> sr = pd.Series([1, 1, 2, 2])
>>> sr._query_compiler.columns
Index(['__reduced__'], dtype='object')
>>> df.groupby(sr).sum()
             a   b
__reduced__
1            3   7
2            7  11

The _check_index_name() logic was explicitly renaming index names to None. However, at some point in time, this logic was moved to the inside of groupby kernels [1] [2], and it seems that we forgot to remove the logic from front-end.

Q: maybe this logic was kept there for HDK?
A: no, HDK only supports grouping on columns of the frame, so the case of grouping on an unnamed Series will be defaulted to pandas and so be handled correctly