BUG: MultiIndex.union dropping duplicates from result
- [x] xref #38745
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

This more or less sits on top of #36299. The current base-_union implementation works only for sorted indexes correctly if indexes containing duplicates. Hence I've only added tests for sorted indexes, 