perf: concatenate less in pandas-like with_columns

[MarcoGorelli]

It was mentioned here that they're seeing fragmentation warnings from pandas

I think we can address this by only concatenating less in with_columns

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• 💾 Refactor
• ✨ Feature
• 🐛 Bug Fix
• 🔧 Optimization
• 📝 Documentation
• ✅ Test
• 🐳 Other

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Checklist

• Code follows style guide (ruff)
• Tests added
• Documented the changes

If you have comments or can explain your changes, please do so below.

[MarcoGorelli]

🤔
trying this out here https://www.kaggle.com/code/marcogorelli/visualise-timings?scriptVersionId=207037156 it looks like it doesn't help, and maybe even hurts?

i think we need to dig deeper before merging

[MarcoGorelli]

looks like the warning is actually coming from

            for s in new_columns:
                df[s.name] = validate_dataframe_comparand(index, s)

I think we can address that