All-Nan MultiIndex level has different dtype than all-NaN flat Index
#### Code Sample, a copy-pastable example if possible

```python
In [3]: values = [np.nan, np.nan]

In [4]: pd.Index(values).dtype
Out[4]: dtype('float64')

In [5]: pd.MultiIndex.from_arrays([values]).levels[0].dtype
Out[5]: dtype('O')

In [6]: pd.MultiIndex.from_arrays([values, [2, 3]]).levels[0].dtype
Out[6]: dtype('O')
```

#### Problem description

Yes, I know, "who cares?". But this is biting me in fixing #17924.

#### Expected Output

The same - and I tend to think ``dtype('float64')`` is both preferred and more backwards-compatible.

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

<details>

INSTALLED VERSIONS
------------------
commit: 51c5f4d2a20179041114fac0262ef567d0b0373f
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-3-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.21.0rc1+26.g51c5f4d2a.dirty
pytest: 3.0.6
pip: 9.0.1
setuptools: None
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 5.1.0.dev
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: None
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.6
lxml: None
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1


</details>
