concat and append ignore level names and order in multi-level index DataFrames
#### Code Sample
```python
>>> tmp = pd.DataFrame( { 't': [0,0], 'h': [1,2], 'k': [3,4] } )
>>> tmp
   t  h  k
0  0  1  3
1  0  2  4
>>> tmp2 = tmp.set_index( ['h','k'] )
>>> tmp2
     t
h k
1 3  0
2 4  0
>>> tmp3 = tmp.set_index( ['k','h'] ) # swap levels
>>> tmp3
     t
k h
3 1  0
4 2  0
>>> tmp2.append( tmp3, sort=False ) # k-level values are appended to h-level values and vice-versa
     t
h k
1 3  0
2 4  0
3 1  0
4 2  0
>>> pd.concat( [ tmp2, tmp3 ], sort=False )
     t
h k
1 3  0
2 4  0
3 1  0
4 2  0
>>> tmp4 = pd.DataFrame( { 't': [ 0,0], 'h': [1,2], 'p': [3,4] } ).set_index( ['p','h'] ) # change level name
>>> tmp4
     t
p h
3 1  0
4 2  0
>>> tmp2.append( tmp4, sort=False ) # level name ignored altogether
     t
h k
1 3  0
2 4  0
3 1  0
4 2  0

```
#### Problem description

The multiindex level names are ignored at concatenation (as described here: https://github.com/pandas-dev/pandas/issues/10187). In addition, even with common level names, the level order is also ignored.

I am not saying this is a bug, but since frame columns are aligned at concatenation it's a bit of a surprise to see index levels are not. Should a warning be added to the docs of both `concat` and `append` ?

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

<details>

[paste the output of ``pd.show_versions()`` here below this line]
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.5.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.1
numpy            : 1.16.1
pytz             : 2018.3
dateutil         : 2.7.2
pip              : 9.0.3
setuptools       : 39.0.1
Cython           : 0.28.1
pytest           : 3.5.0
hypothesis       : None
sphinx           : 1.7.2
blosc            : 1.5.1
feather          : 0.4.0
xlsxwriter       : 1.0.2
lxml.etree       : 4.2.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10
IPython          : 6.2.1
pandas_datareader: None
bs4              : 4.6.0
bottleneck       : 1.2.1
fastparquet      : 0.1.4
gcsfs            : None
lxml.etree       : 4.2.1
matplotlib       : 3.0.2
numexpr          : 2.6.4
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.9.0
pytables         : None
s3fs             : None
scipy            : 1.2.1
sqlalchemy       : 1.2.5
tables           : 3.4.2
xarray           : 0.10.2
xlrd             : 1.1.0
xlwt             : None
xlsxwriter       : 1.0.2
</details>
