BUG: MultiIndex.symmetric_difference not keeping ea dtype
- [ ] closes #xxxx (Replace xxxx with the Github issue number)
- [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/vX.X.X.rst` file if fixing a bug or adding a new feature.


```
       before           after         ratio
     [b5632fb3]       [811faf6b]
     <deprecation_notes~1>       <sym_diff>
-     16.0±0.09ms      11.0±0.08ms     0.69  multiindex_object.SetOperations.time_operation('monotonic', 'string', 'symmetric_difference')
-      16.4±0.4ms       10.9±0.1ms     0.66  multiindex_object.SetOperations.time_operation('non_monotonic', 'string', 'symmetric_difference')
-      15.2±0.4ms       9.78±0.2ms     0.64  multiindex_object.SetOperations.time_operation('non_monotonic', 'int', 'symmetric_difference')
-      15.8±0.1ms       10.1±0.2ms     0.64  multiindex_object.SetOperations.time_operation('non_monotonic', 'datetime', 'symmetric_difference')
-      15.1±0.1ms      9.40±0.08ms     0.62  multiindex_object.SetOperations.time_operation('monotonic', 'int', 'symmetric_difference')
-      15.8±0.1ms      9.79±0.04ms     0.62  multiindex_object.SetOperations.time_operation('monotonic', 'datetime', 'symmetric_difference')
```
Thanks @phofl 