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API: Have MultiIndex consturctors always return a MI (#17236)
* API: Have MultiIndex constructors return MI
This removes the special case for MultiIndex constructors returning
an Index if all the levels are length-1. Now this will return a
MultiIndex with a single level.
This is a backwards incompatabile change, with no clear method for
deprecation, so we're making a clean break.
Closes#17178
* fixup! API: Have MultiIndex constructors return MI
* Update for comments
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