BUG: Fixed 19497 - previously, renaming an index changed its type if …
Fixes bug GH19497 - previously, renaming an index with tuples changed its type (i.e. from Index to MultiIndex).

- [x] closes #19497 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
