TypeError while put df with single level multiindex  into HDFStore
```python
df = pd.DataFrame([1,2,3],
                  pd.MultiIndex.from_arrays([range(3)]))
with pd.HDFStore('test.h5') as store:
    store.put('df', df, 't')
```
```python
TypeError                                 Traceback (most recent call last)
<ipython-input-46-1057478f5fa5> in <module>
      2                   pd.MultiIndex.from_arrays([[1,2,3]]))
      3 with pd.HDFStore('test.h5') as store:
----> 4     store.put('df', df, 't')

~/Coding/Python/_venvs_/main/lib/python3.7/site-packages/pandas/io/pytables.py in put(self, key, value, format, append, **kwargs)
    887             format = get_option("io.hdf.default_format") or 'fixed'
    888         kwargs = self._validate_format(format, kwargs)
--> 889         self._write_to_group(key, value, append=append, **kwargs)
    890 
    891     def remove(self, key, where=None, start=None, stop=None):

~/Coding/Python/_venvs_/main/lib/python3.7/site-packages/pandas/io/pytables.py in _write_to_group(self, key, value, format, index, append, complib, encoding, **kwargs)
   1413 
   1414         # write the object
-> 1415         s.write(obj=value, append=append, complib=complib, **kwargs)
   1416 
   1417         if s.is_table and index:

~/Coding/Python/_venvs_/main/lib/python3.7/site-packages/pandas/io/pytables.py in write(self, obj, axes, append, complib, complevel, fletcher32, min_itemsize, chunksize, expectedrows, dropna, **kwargs)
   4015         self.create_axes(axes=axes, obj=obj, validate=append,
   4016                          min_itemsize=min_itemsize,
-> 4017                          **kwargs)
   4018 
   4019         for a in self.axes:

~/Coding/Python/_venvs_/main/lib/python3.7/site-packages/pandas/io/pytables.py in create_axes(self, axes, obj, validate, nan_rep, data_columns, min_itemsize, **kwargs)
   3558                 name = obj._AXIS_NAMES[i]
   3559                 index_axes_map[i] = _convert_index(
-> 3560                     a, self.encoding, self.errors, self.format_type
   3561                 ).set_name(name).set_axis(i)
   3562             else:

~/Coding/Python/_venvs_/main/lib/python3.7/site-packages/pandas/io/pytables.py in _convert_index(index, encoding, errors, format_type)
   4552 
   4553     if isinstance(index, MultiIndex):
-> 4554         raise TypeError('MultiIndex not supported here!')
   4555 
   4556     inferred_type = lib.infer_dtype(index, skipna=False)

TypeError: MultiIndex not supported here!
```
Same error with `.from_product()` and `.from_tuples`. It is unexpected because at the same 2-level indexes (as example) works:
```python
df = pd.DataFrame([1,2,3],
                  pd.MultiIndex.from_arrays([range(3), range(3)]))
with pd.HDFStore('test.h5') as store:
    store.put('df', df, 't')
```
Doesn't produce any error.

Suggestion: it rather not a problem of `HDFStore` but `.from_arrays` `.from_product`, `.from_tuples` with single array in input should produce simple index not multiindex:
```python
type(pd.MultiIndex.from_arrays([[1,2,3]]))
```
```
pandas.core.indexes.multi.MultiIndex
```

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.7.3.final.0
python-bits: 64
OS: Linux
OS-release: 5.0.0-16-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.24.2
pytest: 4.5.0
pip: 19.1.1
setuptools: 41.0.1
Cython: 0.29.7
numpy: 1.16.4
scipy: 1.2.1
pyarrow: None
xarray: 0.12.1
IPython: 7.2.0
sphinx: None
patsy: None
dateutil: 2.8.0
pytz: 2019.1
blosc: None
bottleneck: None
tables: 3.5.1
numexpr: 2.6.9
feather: None
matplotlib: 3.0.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml.etree: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10.1
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>
