Should get_scorer return a deep copy of the scorer object

I stumble in something that I am wondering if this is an issue:

```python
scorer = get_scorer("roc_auc")
# somehow set the pos_label
scorer._kwargs["pos_label"] = "xxx"

scorer_2 = get_scorer("roc_auc")
# I would expect it to be a deep copy and not the same as scorer
assert scorer is not scorer_2
```