Set feature names in dataframe output of `transform`/`fit_transform`

[jcrist]

Once all cuml transformers support get_feature_names_out (#8499), we should then modify the mlfunc machinery to automatically attach feature names to dataframe outputs of transform/fit_transform.

This would match what sklearn expects from dataframe-like outputs from these methods, and is the next step in adding proper Transformer.set_output (#5645) support.