TST: Concat MultiIndex dataframes with deepcopy (#9967)
 - [x] closes #9967
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``

Potentially related to #10638? Otherwise, don't think this was fixed recently
yeah not really sure when this was fixed, if you *really* want, you can ``git bisect`` to narrow it down .... ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14936?src=pr) is 84.65% (diff: 100%)
> Merging [#14936](https://codecov.io/gh/pandas-dev/pandas/pull/14936?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #14936   diff @@
==========================================
  Files           144        144          
  Lines         51021      51021          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43188      43191     +3   
+ Misses         7833       7830     -3   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [f79bc7a...55303de](https://codecov.io/gh/pandas-dev/pandas/compare/f79bc7a9d128187f3a93a3dae84ff03f4f4a62f4...55303de6c61fba632c178c04d9b126bf8f49117d?src=pr) thanks!