ENH: DataFrame.drop copy kwd

[jbrockmendel]

• [ ] closes #xxxx (Replace xxxx with the Github issue number)
• [ ] Tests added and passed if fixing a bug or adding a new feature
• [ ] All code checks passed.
• [ ] Added type annotations to new arguments/methods/functions.
• [ ] Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[jbrockmendel]

I cant reproduce test failures locally, not sure whats going on here

[github-actions[bot]]

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