Today I was bitten/surprised by the fact that la.asarray(Series) works but drops the index.
>>> asarray(pd.Series([0, 1, 2], ['a0', 'a1', 'a2']))
{0}* 0 1 2
0 1 2
In fact, it's just that Series are not handled in asarray, so this goes via the __array__
path.