BUG: MultiIndex.drop_duplicates() drops names
```
In [12]: import pandas as pd

In [13]: mi = pd.MultiIndex.from_tuples([('A','a',1), ('A','a',2)],
                                        names=['Upper','Lower','Num'])

In [14]: mi.drop_duplicates()
Out[14]:
MultiIndex(levels=[['A'], ['a'], [1, 2]],
           labels=[[0, 0], [0, 0], [0, 1]])

In [16]: mi.names
Out[16]: FrozenList(['Upper', 'Lower', 'Num'])

In [18]: mi.drop_duplicates().names
Out[18]: FrozenList([None, None, None])
```
