BUG: GH14882 Incorrect index label displayed on MultiIndex DataFrame
 - [x] closes #14882 
 - [x] tests added / passed
   Add `tests/formats/test_format.py:TestDataFrameFormatting.test_to_html_multiindex_odd_even_truncate`
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry
