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Clean up state variables in MultiIndex (#16203)
MultiIndex sets it's own state variables outside of `__init__` and allows some uninitialized private variables that may be called in other methods. This PR now ensures these state variables are always initialized in `__init__`, `_from_data` and `_simple_new` Authors: - Matthew Roeschke (https://github.com/mroeschke) - GALI PREM SAGAR (https://github.com/galipremsagar) Approvers: - GALI PREM SAGAR (https://github.com/galipremsagar) URL: #16203
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