BUG: IntervalIndex.copy always returns right closed Intervals

[jschendel]

Code Sample, a copy-pastable example if possible

In [2]: idx = pd.IntervalIndex.from_tuples([(3, 14), (15, 92)], closed='both')
   ...: idx
   ...:
Out[2]:
IntervalIndex([[3, 14], [15, 92]]
              closed='both',
              dtype='interval[int64]')

In [3]: idx.copy()
Out[3]:
IntervalIndex([(3, 14], (15, 92]]
              closed='right',
              dtype='interval[int64]'

In [4]: idx.copy(deep=True)
Out[4]:
IntervalIndex([(3, 14], (15, 92]]
              closed='right',
              dtype='interval[int64]')

Problem description

Copying an IntervalIndex changes how the intervals it contains are closed.

Expected Output

I'd expect the resulting IntervalIndex to have closed='both':

IntervalIndex([[3, 14], [15, 92]]
              closed='both',
              dtype='interval[int64]')

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.21.0
pytest: 3.1.2
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.26
numpy: 1.13.3
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 6.1.0
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.2.2
numexpr: 2.6.4
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.7
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.999
sqlalchemy: 1.1.9
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None