DOC: Incorrect whatsnew entry for GH6459
The whatsnew entry for PR #6459: http://pandas-docs.github.io/pandas-docs-travis/whatsnew.html at IPython input prompt 22, the example code is:

`set_index` no longer converts MultiIndexes to an Index of tuples. For example, the old behavior returned an Index in this case (GH6459):

```
In [22]: df_multi.index
Out[22]: 
MultiIndex(levels=[[u'a', u'b'], [u'c', u'd']],
           labels=[[0, 0, 1, 1], [0, 1, 0, 1]])

# Old behavior, casted MultiIndex to an Index
In [23]: df_multi.set_index(df_multi.index)
Out[23]: 
            0         1
a c  0.903672 -2.201395
  d  0.692797  0.016163
b c -0.315266  0.364278
  d -0.497458  0.531440

[4 rows x 2 columns]

# New behavior
In [24]: df_multi.set_index(df_multi.index)
Out[24]: 
            0         1
a c  0.903672 -2.201395
  d  0.692797  0.016163
b c -0.315266  0.364278
  d -0.497458  0.531440

[4 rows x 2 columns]
```

The 'old' and 'new' behaviour seems exactly the same, so it not clear what has changed.
