ENH: allow non-consolidation in constructors

[jbrockmendel]

• closes #xxxx
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

cc @TomAugspurger I think something like this is what is needed for #34872.

If this were a "real" PR, I'd probably not put consolidate as a DataFrame.__init__ kwarg but instead set it to True and only change it to False based on the copy kwarg.

The usage in core.ops is not necessary, but is an example of where we can get a perf bump.

[jbrockmendel]

closing to clear the queue, mostly wanted to park it here for reference in #34872