Idx droplevel
- [x] closes #21115
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Collateral change: if ``mi`` is a ``MultiIndex``, ``mi.droplevel([])`` will now return ``mi`` itself, not a copy of it. Given that these are immutable objects, seems OK to me - but if a copy is preferred, the change is trivial.