API: Restore getting name from MultiIndex level
xref https://issues.apache.org/jira/browse/ARROW-6922 /
https://github.com/pandas-dev/pandas/pull/27242#issuecomment-543302582
/ https://github.com/pandas-dev/pandas/issues/29032

No docs yet, since it isn't clear how this will eventually sort out. But
we at least want to preserve this behavior for 1.0

cc @jorisvandenbossche @topper-123 