BUG: set index of DataFrame.apply(f) when f returns dict

update doc: whatsnew/v1.2.0

Author: ma3da

doc/source/whatsnew/v1.2.0.rst

@@ -536,6 +536,7 @@ Reshaping
 - Bug in :func:`join` returned a non deterministic level-order for the resulting :class:`MultiIndex` (:issue:`36910`)
 - Bug in :meth:`DataFrame.combine_first()` caused wrong alignment with dtype ``string`` and one level of ``MultiIndex`` containing only ``NA`` (:issue:`37591`)
 - Fixed regression in :func:`merge` on merging DatetimeIndex with empty DataFrame (:issue:`36895`)
+- Bug in :meth:`FrameRowApply.wrap_results_for_axis` not setting index of return value when ``results`` argument has ``dict`` values. Affects :meth:`DataFrame.apply`. (:issue:`37544`)
 
 Sparse
 ^^^^^^