PERF: assert_frame_equal and assert_series_equal for frames/series with a MultiIndex
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/v2.2.0.rst` file if fixing a bug or adding a new feature.


```
import pandas as pd

N = 500

dates = pd.date_range("2000-01-01", periods=N)
strings = pd._testing.makeStringIndex(N)

mi = pd.MultiIndex.from_product([dates, strings])

df1 = pd.DataFrame({"a": 1}, index=mi)
df2 = df1.copy(deep=True)

%timeit pd.testing.assert_frame_equal(df1, df2)

# 4.27 s ± 245 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)    -> main
# 10 ms ± 415 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)  -> PR
```
Nice! Thanks @lukemanley  nice!