BUG: DataFrame.pivot drops column level names when both rows and columns are multiindexed
- [x] closes #36360
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Fixed by checking for multi-indexed columns in `DataFrameGroupBy._wrap_aggregated_output`