CLN: MultiIndex.union align with Index.union()
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Similar to MultiIndex.intersection()

Stumbled over a issue in the maybe_match_names function. Can not return plain None, because MultiIndex.rename can not handle this.

cc @jbrockmendel 