Series.to_json produces invalid JSON with `orient="index"` if index is multilevel
#### Code Sample, a copy-pastable example if possible

```python
dataframe = pd.DataFrame({'x': [1, 2, 3], 'y': ['a', 'b', 'c']})
series = dataframe.stack()
print(series.to_json(orient="index"))
```

The keys in the output have unescaped quotes in them, resulting in invalid JSON. Output here is indented for clarity:

```json
{
    "[0,"x"]": 1,
    "[0,"y"]": "a",
    "[1,"x"]": 2,
    "[1,"y"]": "b",
    "[2,"x"]": 3,
    "[2,"y"]": "c"
}
```

#### Problem description

`to_json()` should always either 1) produce valid JSON, or 2) throw an exception if it cannot.

#### Expected Output

The multilevel index in the output should be properly escaped to produce valid JSON, like so:

```json
{
    "[0,\"x\"]": 1,
    "[0,\"y\"]": "a",
    "[1,\"x\"]": 2,
    "[1,\"y\"]": "b",
    "[2,\"x\"]": 3,
    "[2,\"y\"]": "c"
}
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 18.7.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.3
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 19.3.1
setuptools       : 45.0.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.4 (dt dec pq3 ext lo64)
jinja2           : 2.10.3
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
s3fs             : 0.4.0
scipy            : None
sqlalchemy       : 1.3.12
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
