dict to series turns tuple keys into single strings
```
In [69]: pd.Series({('a',): 1, ('a', 'b'): 2})
Out[69]:
a    1
a    2
dtype: int64

In [70]: pd.__version__
Out[70]: '0.25.3'
```

I would think this should result in tuple objects. Probably something in core/series.py ... looks like _init_dict and maybe create_series_with_explicit_dtype from poking around. 