Feature Request/Idea Treat a DataFrame full of Series as a Multindex Dataframe
When using apply on a Series and having the apply return a Series itself, Pandas automatically treats the result as a DataFrame.

Example:
```
test = pd.Series(range(10))
result = test.apply(lambda x: pd.Series(range(x)))
type(result)

>>> pandas.core.frame.DataFrame
```

However, doing the same with a DataFrame does not increase the dimensionality:
```
test = pd.DataFrame([list(range(10))]*3)
result = test.applymap(lambda x: pd.Series((range(x))))
```
In this case the result is still a 2D DataFrame, but each element is now a Series.

It would be awesome, if a DataFrame, where each element is a Series, would be automatically "casted" to a DataFrame with a MultiIndex.

I don't know, if that would be easily implemented or if it has some obvious drawbacks, I am not thinking about, but for now this behavior seems like expected result.

If someone points me in the right direction, I would also be willing to make the changes myself.

**EDIT:** Fixed the first example