Resampling using `nunique` causes multi-level columns to lose their level names
#### Problem description

Resampling using `nunique` causes multi-level columns to lose their level names.
https://nbviewer.jupyter.org/gist/taljaards/20e945b7572aea1f4eb4aa4c6e823037

I only ran into this issue with `nunique`; I do not know if this is also the case for some other functions.

#### Expected Output
To not drop the level names, as in the first resample example.

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

<details>

```
import pandas as pd
pd.show_versions()
Backend TkAgg is interactive backend. Turning interactive mode on.
Matplotlib support failed
Traceback (most recent call last):
  File "C:\Users\Admin\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\183.3647.8\helpers\pydev\_pydev_bundle\pydev_import_hook.py", line 23, in do_import
    succeeded = activate_func()
  File "C:\Users\Admin\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\183.3647.8\helpers\pydev\pydev_ipython\matplotlibtools.py", line 141, in activate_pylab
    pylab = sys.modules['pylab']
KeyError: 'pylab'
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.6.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 142 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None
pandas: 0.23.4
pytest: 3.8.2
pip: 18.1
setuptools: 40.4.3
Cython: 0.28.5
numpy: 1.15.1
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 7.0.1
sphinx: 1.8.1
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.5
blosc: None
bottleneck: 1.2.1
tables: 3.4.4
numexpr: 2.6.8
feather: None
matplotlib: 3.0.0
openpyxl: 2.5.8
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.1.1
lxml: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: 1.2.12
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
```
</details>
