$MyInvocation.MyCommand.Name becomes null in Where-Object block

**Issue description:**
Unable to use $MyInvocation.MyCommand.Name in Where-Object block as it becomes null. ForEach and For-EachObject works fine. I see this only with Where-Object.

I understand there are workarounds but just want to know if this is expected behavior or not as I was not able to find document that describes scope in Where-Object. 

# Steps to reproduce

Copy the following script to `test.ps1`
```powershell
1 | Where-Object{
    Write-Host('MyInvocation in Where-Object: ' + $MyInvocation.MyCommand.Name)
}

1 | ForEach-Object{
    Write-Host('MyInvocation in ForEach-Object: ' + $MyInvocation.MyCommand.Name)
}

ForEach($FileName in 1){
    Write-Host('MyInvocation in ForEach: ' + $MyInvocation.MyCommand.Name)
}
```
Then run
```powershell
.\test.ps1
```

# Expected behavior

```powershell
## Expected output in case script name is test.ps1.

MyInvocation in Where-Object: test.ps1
MyInvocation in ForEach-Object: test.ps1
MyInvocation in ForEach: test.ps1

```

# Actual behavior

```powershell
## Expected output in case script name is test.ps1.

MyInvocation in Where-Object:       <-------- $MyInvocation.MyCommand.Name becomes null 
MyInvocation in ForEach-Object: test.ps1
MyInvocation in ForEach: test.ps1


```

# Environment data
```
> $PSVersionTable

Name Value
---- -----
PSVersion 6.2.1
PSEdition Core
GitCommitId 6.2.1
OS Microsoft Windows 10.0.18362
Platform Win32NT
PSCompatibleVersions {1.0, 2.0, 3.0, 4.0…}
PSRemotingProtocolVersion 2.3
SerializationVersion 1.1.0.1
WSManStackVersion 3.0
```

```

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$MyInvocation.MyCommand.Name becomes null in Where-Object block #10477

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$MyInvocation.MyCommand.Name becomes null in Where-Object block #10477

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