appending with multi-level series converts to single-level series
This was an issue that was fixed in 0.14.0, but has re-appeared in 0.18.1.  The series s should have a mulit-level index, but in 18.1 it has a single-level index with a tuple for each value in the index.
#### Code Sample, a copy-pastable example if possible

```
import pandas as pd
from numpy.random import randn
a = [['bar', 'bar', 'foo', 'foo'],['one', 'two', 'one', 'two']]
t = list(zip(*a))
ind = pd.MultiIndex.from_tuples(t, names=['first', 'second'])
dat = pd.Series(randn(4), index=ind) 
s = pd.Series()
s = s.append(dat)
s.index.levels
```
#### Expected Output

FrozenList([['bar', 'foo'], ['one', 'two']])
#### output of `pd.show_versions()`

commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Darwin
OS-release: 15.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 22.0.5
Cython: 0.24
numpy: 1.11.0
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: 1.4.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.5.2
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.1
xlsxwriter: 0.8.9
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: None
