BUG: pd.Series/DataFrame.truncate() drops multiindex names
- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the latest version of pandas.

- [X] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
# create multiindex with names L1/L2
mi = pd.MultiIndex.from_product([[1, 2, 3, 4], ['A', 'B']], names=['L1', 'L2'])
s1 = pd.Series(range(mi.shape[0]), index=mi)
# truncate drops the names in the index of s2
s2 = s1.truncate(before=2, after=3)

```

#### Problem description

The current version seems to drop index level names. This was not the case in pandas version 0.23.4

#### Expected Output
```
s1
Out[1]: 
L1  L2
1   A     0
    B     1
2   A     2
    B     3
3   A     4
    B     5
4   A     6
    B     7
dtype: int64

# In pandas 0.23.4
s2
Out[2]: 
L1  L2
2  A    2
   B    3
3  A    4
   B    5
dtype: int64

# In pandas 1.0.3 (drops axis labels L1, L2 along truncation axis)
s2
Out[2]: 
2  A    2
   B    3
3  A    4
   B    5
dtype: int64
```
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.14.13-1.el7.elrepo.x86_64
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.0.3
numpy            : 1.18.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.4.0.post20200518
Cython           : 0.29.17
pytest           : 5.4.2
hypothesis       : None
sphinx           : 3.0.3
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.0
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.13.0
pandas_datareader: None
bs4              : None
bottleneck       : 1.3.2
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.5.0
matplotlib       : 3.1.3
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.4.2
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.17
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : None
numba            : 0.49.1

</details>
