BUG: convert_dtypes lose columns.names GH#41435 (#44997)

Author: jbrockmendel

doc/source/whatsnew/v1.4.0.rst

@@ -668,6 +668,7 @@ Conversion
 - Bug in :func:`to_datetime` with ``arg:xr.DataArray`` and ``unit="ns"`` specified raises TypeError (:issue:`44053`)
 - Bug in :meth:`DataFrame.convert_dtypes` not returning the correct type when a subclass does not overload :meth:`_constructor_sliced` (:issue:`43201`)
 - Bug in :meth:`DataFrame.astype` not propagating ``attrs`` from the original :class:`DataFrame` (:issue:`44414`)
+- Bug in :meth:`DataFrame.convert_dtypes` result losing ``columns.names`` (:issue:`41435`)
 
 Strings
 ^^^^^^^

pandas/core/arrays/categorical.py

@@ -368,7 +368,7 @@ def __init__(
         categories=None,
         ordered=None,
         dtype: Dtype | None = None,
-        fastpath=False,
+        fastpath: bool = False,
         copy: bool = True,
     ):
 

pandas/core/generic.py

@@ -6254,7 +6254,7 @@ def convert_dtypes(
                 for col_name, col in self.items()
             ]
             if len(results) > 0:
-                result = concat(results, axis=1, copy=False)
+                result = concat(results, axis=1, copy=False, keys=self.columns)
                 cons = cast(Type["DataFrame"], self._constructor)
                 result = cons(result)
                 result = result.__finalize__(self, method="convert_dtypes")

pandas/tests/frame/methods/test_convert_dtypes.py

@@ -32,3 +32,12 @@ def test_convert_empty(self):
         # Empty DataFrame can pass convert_dtypes, see GH#40393
         empty_df = pd.DataFrame()
         tm.assert_frame_equal(empty_df, empty_df.convert_dtypes())
+
+    def test_convert_dtypes_retain_column_names(self):
+        # GH#41435
+        df = pd.DataFrame({"a": [1, 2], "b": [3, 4]})
+        df.columns.name = "cols"
+
+        result = df.convert_dtypes()
+        tm.assert_index_equal(result.columns, df.columns)
+        assert result.columns.name == "cols"