Yikun commented on PR #36391:
URL: https://github.com/apache/spark/pull/36391#issuecomment-1113880142

   ```
   # multiple labels
   pmidx = pd.MultiIndex.from_arrays(arrays, names=[("zero", "first"), ("one", 
"second")])
   psmidx = ps.from_pandas(pmidx)
   psmidx.dtypes.index
   
   Out[6]: 
   MultiIndex([('zero',  'first'),
               ( 'one', 'second')],
              )
   pmidx.dtypes.index
   
   Out[7]: Index([('zero', 'first'), ('one', 'second')], dtype='object')
   pd.__version__
   
   Out[8]: '1.4.2'
   ```
   cc @xinrong-databricks  index.dtype index mismatch.
   
   But I just rethink it might be an unexpected change on Pandas. I rasie the 
issue here: https://github.com/pandas-dev/pandas/issues/46900


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