Incosistent usage of adata.copy() argument in integration.py

[vondoRishi]

For scanorama, scgen , mnn , saucie, saucie and desc; a new AnnData object is returned and the adata remains untouched.
Whereas for other methods the original adata updated and returned. This may be happening due to inconsistent use of adata.copy().

Overall unaware user may lead to wrong conclusion.