Support for use of Enums in MultiIndex
- [x] closes #21298
- [x] tests added / passed: added `test_use_enum_in_multiindex` in `tests/indexes/test_multi.py`, see diff
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

The boolean flag in https://github.com/pandas-dev/pandas/blob/9f95f7dbffef7752175ca9ed918314cb6f0b9b18/pandas/core/arrays/categorical.py#L2526-L2528 incorrectly caused a `TypeError` to be raised in
https://github.com/pandas-dev/pandas/blob/9f95f7dbffef7752175ca9ed918314cb6f0b9b18/pandas/core/arrays/categorical.py#L352-L354
when an Enum was used in a MultiIndex. No tests fail when the flag is flipped back. This is fixed in this PR.