Panel.to_frame handles np.nans incorrectly.
It appears that when calling Panel.to_frame() that it will drop any np.nan row. I'm not sure if that's correct behavior, but it will also drop that row for all other sub-frames (Panel items). 

``` python
df1 = pd.DataFrame({'hi':[0, None, 1]})
df2 = pd.DataFrame({'hi':[None, 0, 2]})
small = pd.Panel({'df1':df1, 'df2':df2})
small.to_frame()
#             df1  df2
#major minor
#2     hi       1    2
```

It drops row1 and row2 for both sub-frames.

http://nbviewer.ipython.org/5209728
for a more fleshed out example.
