Fix regression on datetime in MultiIndex
- [x] closes #35015
- [x] tests added / passed
  - `tests.indexing.multiindex.test_datetime:test_multiindex_datetime_columns`
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
   - Not needed - this was a regression
