option dtype in pandas.read_csv does not work properly for mulilevel columns
- [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. 1.2.2

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example
import pandas as pd
df=  pd.DataFrame({
    ('A', 'int16'):   pd.Series([1, 2, 3, 4], dtype='int16'),
    ('A', 'int32'):   pd.Series([132, 232, 332, 432], dtype='int32'), 
    ('B', 'float32'): pd.Series([1.01, 1.02, 1.03, 1.04], dtype='float32'),
    ('B', 'int16'):   pd.Series([21, 22, 23, 24], dtype='int16')})
print(df)
df.to_csv('test_df.csv')
print(df.dtypes)
# full column name tuples with level 0/1 labels don't work
df_new= pd.read_csv(
    'test_df.csv',
    header=list(range(2)),
    dtype = {
        ('A', 'int16'): 'int16', 
        ('A', 'int32'): 'int32'
    })
print(df_new.dtypes)

See my SO article for more detailed infos:
[https://stackoverflow.com/questions/54699527/dtype-is-ignored-when-using-multilevel-columns](url)

#### Problem description
Although the data types where passed in read_csv, they are not applied. dtype in read_csv only seems to work for column names that contain only one level. For Multilevel columns it generally does not seem to work.

#### Expected Output
Unnamed: 0_level_0  Unnamed: 0_level_1      int64
A                   int16                   int16
                    int32                   int32
B                   float32               float64
                    int16                   int64

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

<details>

INSTALLED VERSIONS
------------------
commit           : 7d32926db8f7541c356066dcadabf854487738de
python           : 3.7.9.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.0-77-generic
Version          : #86-Ubuntu SMP Thu Jun 17 02:35:03 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : de_DE.UTF-8
LOCALE           : de_DE.UTF-8

pandas           : 1.2.2
numpy            : 1.20.1
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.0.1
setuptools       : 52.0.0.post20210125
Cython           : 0.29.23
pytest           : 6.2.2
hypothesis       : None
sphinx           : 4.0.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.0
html5lib         : 1.1
pymysql          : None
psycopg2         : 2.8.6 (dt dec pq3 ext lo64)
jinja2           : 2.11.3
IPython          : 7.22.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.4
numexpr          : 2.7.3
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 3.0.0
pyxlsb           : None
s3fs             : None
scipy            : 1.6.2
sqlalchemy       : None
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : 0.51.2

</details>
