[PERF] Get rid of MultiIndex conversion in IntervalIndex.intersection 
-  xref #24813 
-  passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
-  whatsnew entry

```
       before           after         ratio
     [64104ec3]       [e9ddf02b]
     <master>         <GH24813-inter>
-     1.76±0.01ms        233±0.5μs     0.13  index_object.IntervalIndexMethod.time_intersection(1000)
-      58.0±0.4ms       3.94±0.2ms     0.07  index_object.IntervalIndexMethod.time_intersection(100000)
```