BUG: MultiIndex set_levels is not symmetrical with get_level_values
#### Code Sample

```
import pandas as pd
import io

text = """
A B C
1 1 1
1 2 2
2 1 3
2 2 4
"""
df = pd.read_csv(io.StringIO(text), delimiter = ' ')
# Note the output of get_level_values is the list of all values [1, 1, 2, 2]
print(df.index.get_level_values('A').tolist())
df.set_index(['A','B'], inplace = True)
df.index.set_levels(df.index.get_level_values('A').map(lambda x: x * 2), level='A', inplace=True)
print(df.index.get_level_values('A').tolist())
# outputs [2, 2, 2, 2]
```
#### Expected Output

`[2, 2, 4, 4]`

```
# If I re-order the input as:
text = """
A B C
1 1 1
2 1 2
1 2 3
2 2 4
"""
# it works as I expected giving [2, 4, 2, 4]
```

Is this a bug or expected behaviour?
#### output of `pd.show_versions()`
## INSTALLED VERSIONS

commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.1
setuptools: 20.3
Cython: 0.23.4
numpy: 1.10.4
scipy: 0.17.0
statsmodels: 0.6.1
xarray: None
IPython: 4.1.2
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.5.1
pytz: 2016.2
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.8.4
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: 0.7.5.None
psycopg2: None
jinja2: 2.8
boto: 2.39.0
pandas_datareader: None
