BUG: Intersection of multiindex returns duplicates
```python
import pandas as pd

arraysA = [['val1', 'val1', 'val1', 'val1'], ['val2', 'val2', 'val2', 'val2']]
arraysB = [['val1'], ['val2']]

# MultiIndex([('val1', 'val2'),
#             ('val1', 'val2'),
#             ('val1', 'val2'),
#             ('val1', 'val2')],
#            names=['idx1', 'idx2'])
indexA = pd.MultiIndex.from_arrays(arraysA, names=('idx1', 'idx2'))
# MultiIndex([('val1', 'val2')],
#            names=['idx1', 'idx2'])
indexB = pd.MultiIndex.from_arrays(arraysB, names=('idx1', 'idx2'))

res = indexA.intersection(indexB)
```

#### Problem description

Intersection of multiindexes **must** produce result without duplicates. According to definition the intersection of two sets A and B, denoted by A ∩ B, is the set containing all elements of A that also belong to B (or equivalently, all elements of B that also belong to A. 

Version 1.0.3 gave correct output, versions 1.1.2 , 1,1,3  - not.
#### Output: Pandas 1.1.3
MultiIndex([('val1', 'val2'),
            ('val1', 'val2'),
            ('val1', 'val2'),
            ('val1', 'val2')],
           names=['idx1', 'idx2'])

#### Output: Pandas 1.0.3
MultiIndex([('val1', 'val2')],
           names=['idx1', 'idx2'])

#### Expected Output

I assume correct output should look like pandas 1.0.3 version:
MultiIndex([('val1', 'val2')], names=['idx1', 'idx2'])

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : db08276bc116c438d3fdee492026f8223584c477
python           : 3.7.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.17763
machine          : AMD64
processor        : Intel64 Family 6 Model 142 Stepping 9, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None
pandas           : 1.1.3
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.2
setuptools       : 46.0.0
Cython           : None
pytest           : 6.0.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 1.3.0
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.5 (dt dec pq3 ext lo64)
jinja2           : 2.11.1
IPython          : 7.14.0
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.1
numexpr          : None
odfpy            : None
openpyxl         : 3.0.4
pandas_gbq       : None
pyarrow          : 1.0.1
pytables         : None
pyxlsb           : 1.0.6
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.17
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : None
None

</details>
