[ENH]: cudf options that map onto pandas ones should have identical names

A followup to #12619; to enable copy-on-write in pandas one says `set_option("mode.copy_on_write", True)`, whereas to enable in cudf one must say `set_option("copy_on_write", True)`.

There might be other cases, but where cudf exposes the same configuration options as pandas, the names should match as a principle of least surprise.