BUG: Fix MultiIndex DataFrame to_csv() segfault
- [x] closes #26303 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This fix for #26303 would avoid an indexing issue caused by using MultiIndexes which results to a segfault in the example provided in #26303.