df.reset_index() fails with a multi index with Nan's
I believe this is the  same issue as [#6322 ](https://github.com/pandas-dev/pandas/issues/6322).

The code below returns the error: `IndexError: cannot do a non-empty take from an empty axes.`

```
import pandas as pd
import numpy as np
import random
import string



# Create 12 random strings 3 char long 
rndm_strgs = [''.join(random.SystemRandom().choice(string.ascii_uppercase + string.digits) for _ in range(3)) for i in range(12)]            
rndm_strgs[0] = None
rndm_strgs[5] = None

# Make Dataframe
df = pd.DataFrame({'A' : list('pandasisgood'),
                   'B' : np.nan,
                   'C' : rndm_strgs,
                   'D' : np.random.rand(12)})

# Set an Index -> Columns have Nans
df_w_idx = df.set_index(['A','B','C'])

df_w_idx.reset_index()
```

To get the result I wanted:

```
for clmNm in df_w_idx.index.names:
    print(clmNm)

    df_w_idx[clmNm] = df_w_idx.index.get_level_values(clmNm)

    
df_w_idx = df_w_idx.reset_index(drop=True).copy()
df_w_idx

```

