Avoid index-to-column conversion in some DataFrame ops

[mroeschke]

Description

xref #15494

• For Index.str, check the dtype instead of the underlying column type (which would materialize RangeIndex)
• For set_index, don't immediately convert passed objects to column until necessary
• For _make_operands_and_index_for_binop, don't create pandas object more than once

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

[galipremsagar]

I think we need to revert my suggestion, because from the diff I thought everything below was inside this if block, but they are outside of it.

[mroeschke]

I just had to move the walrus condition to the top so the if branch doesn't short circuit without defining these variables

[mroeschke]

Moving the condition looked to have done the trick and all green here

[galipremsagar]

/merge