BUG: tzinfo lost when concatenating multiindex arrays
Closes #6606. 

The problem is caused by `MultiIndex.append`. Based on current master, `MultiIndex.append` works as below. The fix covers case1 and case2 which the result will be `MultiIndex`. 

The fix is applied to `concat`, and also `pivot_table` work as expected.

```
import pandas as pd

idx1 = pd.Index([1.1, 1.2, 1.3])
idx2 = pd.date_range('2011-01-01', freq='D', periods=3, tz='Asia/Tokyo')
idx3 = pd.Index(['A', 'B', 'C'])

midx_lv2 = pd.MultiIndex.from_arrays([idx1, idx2])
midx_lv3 = pd.MultiIndex.from_arrays([idx1, idx2, idx3])

#1 results in MultiIndex, which nlevels is 2
midx_lv2.append(midx_lv2)

#2 results in MultiIndex, which nlevels is 2, not 3. 3rd line will be disappeared.
midx_lv2.append(midx_lv3)

#3 results in tupled Index.
midx_lv2.append(idx1)

#4 results in tupled Index.
result = midx_lv3.append(midx_lv2)
```
