pd.Dataframe.from_dict does not create MultiIndex from tuple keys
#### Code Sample, a copy-pastable example if possible
I've got two samples. The first one is *successful*, ie it creates a MultiIndex as expected. The 
second one I would expect to work, but it doesn't.

##### Working example
```python
d = {('first', 'second'): {'count': 1}}
pd.DataFrame.from_dict(d, orient='index')
```
Results in:
```
              count
first second      1
```

##### Unexpected behaviour example
```python
d = {('first', 'second'): 1}
pd.DataFrame.from_dict(d, orient='index', columns=['count'])
```
Results in:

```
                 count
(first, second)      1
```
The first example creates a MultiIndex with two levels, the second one creates a single-level index with tuples, which is pretty unexpected. The second example is a more likely format to find data in if you only have a single column. There seems little motivation for the behaviour in the second example.

#### Output of ``pd.show_versions()``

```
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.4.0-53-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_GB.UTF-8
LOCALE           : en_GB.UTF-8

pandas           : 0.25.2
numpy            : 1.17.3
pytz             : 2019.3
dateutil         : 2.8.1
pip              : None
setuptools       : 41.6.0.post20191030
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : 0.9.3
psycopg2         : 2.7.7 (dt dec pq3 ext lo64)
jinja2           : 2.10.3
IPython          : 7.1.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.0
numexpr          : 2.7.0
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.2.1
sqlalchemy       : None
tables           : 3.5.2
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
```
