FIX BUG: Series constructor from dictionary drops key (index) levels when not all keys have same number of entries #60695

This is a simple fix, the keys were dropped from uneven tuples sue to zip behavior so I changed to zip_longest.  I performance tested zip_longest and on equal length tuple pairs it actually outperforms zip - go figure.
Unit test is also added
I saw unit test impacts in other areas where behaviour or MultiIndex changes. I have not addressed these as I had problems getting a clean unit test run.  I'll need to pick through them carefully I think.