str.extractall with no match returns appropriate MultIndex
Relates and fixes issue #19034. It's a small fix which creates empty MultiIndex instead of Index, with appropriate names, when `str.extractall` doesn't find any matches. Also, a related test in `pandas.tests.test_strings` has been updated to reflect the expected result. 
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=h1) Report
> Merging [#19075](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/93033151a8d8aaa650a81df9f41347758bf6c393?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19075/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19075      +/-   ##
==========================================
- Coverage   91.51%   91.51%   -0.01%     
==========================================
  Files         148      148              
  Lines       48805    48688     -117     
==========================================
- Hits        44665    44555     -110     
+ Misses       4140     4133       -7
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.88% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.63% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/strings.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3RyaW5ncy5weQ==) | `98.46% <100%> (-0.01%)` | :arrow_down: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `92.19% <0%> (-0.43%)` | :arrow_down: |
| [pandas/core/panel.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcGFuZWwucHk=) | `96.83% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.9% <0%> (ø)` | :arrow_up: |
| [pandas/tseries/offsets.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvb2Zmc2V0cy5weQ==) | `96.97% <0%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/dtypes.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2R0eXBlcy5weQ==) | `95.31% <0%> (+0.03%)` | :arrow_up: |
| [pandas/tseries/frequencies.py](https://codecov.io/gh/pandas-dev/pandas/pull/19075/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvZnJlcXVlbmNpZXMucHk=) | `95.9% <0%> (+1.99%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=footer). Last update [9303315...12f94de](https://codecov.io/gh/pandas-dev/pandas/pull/19075?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Ah, yes, sorry; didn't get this step. I've added it.  @jreback I've pushed the comment newline fix. thanks @jsnowacki 