fix: avoid copy argument warning in to_pandas (googleapis#16917)

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Fixes internal issue b/508671576 🦕

---------

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>

Author: tswast

packages/bigframes/bigframes/core/blocks.py

@@ -848,7 +848,7 @@ def _materialize_local(
         else:
             raw_df = result_batches.to_pandas()
         df = self._copy_index_to_pandas(raw_df)
-        df.set_axis(self.column_labels, axis=1, copy=False)
+        df.columns = self.column_labels
         return df, execute_result.query_job
 
     def split(

packages/bigframes/bigframes/dataframe.py

@@ -1743,7 +1743,8 @@ def to_pandas(
         )
         if query_job:
             self._set_internal_query_job(query_job)
-        return df.set_axis(self._block.column_labels, axis=1, copy=False)
+        df.columns = self._block.column_labels
+        return df
 
     def to_pandas_batches(
         self,
@@ -1869,7 +1870,8 @@ def peek(
                 raise ValueError(
                     "Cannot peek efficiently when data has aggregates, joins or window functions applied. Use force=True to fully compute dataframe."
                 )
-        return maybe_result.set_axis(self._block.column_labels, axis=1, copy=False)
+        maybe_result.columns = self._block.column_labels
+        return maybe_result
 
     def nlargest(
         self,