Difference in time of MultiIndex init
Test script
```python
import pandas as pd

print(pd.__version__)

size_mult = 8
d1 = [1]*10**size_mult
d2 = [2]*10**size_mult

start = pd.Timestamp.now()
index_arr = pd.MultiIndex.from_arrays([d1, d2], names=['a', 'b'])  #1
print('ARR done in %f' % (pd.Timestamp.now()-start).total_seconds())

start = pd.Timestamp.now()
index_tup = pd.MultiIndex.from_tuples(zip(d1, d2), names=['a', 'b'])  #2
print('TUP done in %f' % (pd.Timestamp.now()-start).total_seconds())
```
`from_arrays` is significantly slower than `from_tuples` though produce same `MI`:
```python
0.24.2
ARR done in 76.987541
TUP done in 29.744813
```
For 0.25 pandas `from_arrays` is even _slower_:
```python
0.25.0.dev0+693.g22dc14ae4
ARR done in 119.278725
TUP done in 31.643452
```

Expected is nearly the same time, because methods `#1` and `#2` are interchangeable here. 