API: df.rolling(..).corr()/cov() when pairwise=True to return MI DataFrame
from https://github.com/pandas-dev/pandas/pull/15601#issuecomment-284927333.

Unfortunately I don't see an easy way to even deprecate this and we simply have to switch. Good news is this will simply fail fast in accessing, as the ``Panels`` have a different access pattern (names of indices and indexing) that MI DataFrames (and another reason to remove them :>).