CLN: MultiIndex._union
- [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.

No need to special-case missing/NA following the fix in #49442
> We have tests covering this?

yes, a handful in pandas/tests/indexes/multi/test_setops.py:
test_union_with_missing_values_on_both_sides
test_union_nan_got_duplicated
test_union_keep_ea_dtype_with_na
test_union_with_na_when_constructing_dataframe

 cc @lukemanley The Minimum versions failure could be legit, could you have a look? Might be possible that the PerformanceWarning is avoided now > cc @lukemanley The Minimum versions failure could be legit, could you have a look? Might be possible that the PerformanceWarning is avoided now

Yep, looks like the PerformanceWarning is now avoided. I've removed the warning check.  Thanks @lukemanley 