to_excel with MultiIndex adds a blank line
#### Code Sample

```python
data = [[1, 2, 3, 4, 5, 6], [7, 8, 9, 10, 11, 12]]
multi_index = pd.MultiIndex.from_product([['a', 'b'], ['one', 'two', 'three']])
df = pd.DataFrame(data, columns=multi_index, index=[1, 2])

df.to_excel('test_files/test.xlsx')
```
#### Problem description

When exporting an xlsx file from a dataframe with MultiIndex, a blank line is added.

Here a screenshot representing the problem:
![image](https://user-images.githubusercontent.com/6884584/62526705-161b1b80-b83a-11e9-885d-6ed742cb497e.png)

This is happening with pandas 0.25.0.

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

<details>


INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 142 Stepping 9, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.0
numpy            : 1.16.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 19.2
setuptools       : 40.8.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.1
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : 0.2.3
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : 2.6.2
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
</details>