TST: Using ABCMultiIndex in isinstance checks
A follow-up on [#32483 (comment)](https://github.com/pandas-dev/pandas/pull/32483#discussion_r388795102) by @MomIsBestFriend 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

