[Python] why does write_feather drop index by default?

[Arun Joseph]

Hi,

I've noticed that if I pass a pandas dataframe to write_feather
<https://github.com/apache/arrow/blob/release-4.0.1/python/pyarrow/feather.py#L152>
(hyperlink to relevant part of code), it will automatically drop the index.
Was this behavior intentionally chosen to only drop the index and not to
allow the user to specify? I assumed the behavior would match the default
behavior of converting from a pandas dataframe to an arrow table as
mentioned in the docs
<https://arrow.apache.org/docs/python/pandas.html#handling-pandas-indexes>.

Is the best way around this to do the following?

```python3
import pyarrow.lib as ext
from pyarrow.lib import Table

table = Table.from_pandas(df)
ext.write_feather(table, dest,
                         compression=compression,
compression_level=compression_level,
                         chunksize=chunksize, version=version)
```
Thank You,
-- 
Arun Joseph