BUG: MultiIndex.unique losing 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.

the MultiIndex.unique code path is casting the values to tuples and runs through unique1d. This is really slow.

```
       before           after         ratio
     [e7414aa1]       [d17eb141]
     <48184^2>        <perf_mi_unique>
-         422±2ms       30.3±0.5ms     0.07  multiindex_object.Unique.time_unique_dups(('Int64', <NA>))
-        496±70ms         28.4±1ms     0.06  multiindex_object.Unique.time_unique_dups(('int64', 0))
-         811±4ms       32.9±0.2ms     0.04  multiindex_object.Unique.time_unique(('int64', 0))
-        812±20ms       32.8±0.9ms     0.04  multiindex_object.Unique.time_unique(('Int64', <NA>))
```
cc @mroeschke for a second set of eyes