BUG: Keep column level name in resample nunique
Closes #23222

xref #23645
Hello @gfyoung! Thanks for updating the PR.







Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on February 28, 2019 at 04:26 Hours UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=h1) Report
> Merging [#25469](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c9863865c217867583e8f6592ba88d9200601992?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/25469/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25469      +/-   ##
==========================================
- Coverage   91.74%   91.74%   -0.01%     
==========================================
  Files         173      173              
  Lines       52923    52924       +1     
==========================================
  Hits        48555    48555              
- Misses       4368     4369       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.31% <100%> (ø)` | :arrow_up: |
| #single | `41.73% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25469/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `87% <100%> (+0.01%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25469/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.57% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25469?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/25469?src=pr&el=footer). Last update [c986386...15b6447](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=h1) Report
> Merging [#25469](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c9863865c217867583e8f6592ba88d9200601992?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/25469/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25469      +/-   ##
==========================================
- Coverage   91.74%   91.74%   -0.01%     
==========================================
  Files         173      173              
  Lines       52923    52924       +1     
==========================================
  Hits        48555    48555              
- Misses       4368     4369       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.31% <100%> (ø)` | :arrow_up: |
| #single | `41.73% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25469/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9nZW5lcmljLnB5) | `87% <100%> (+0.01%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25469/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.57% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25469?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/25469?src=pr&el=footer). Last update [c986386...15b6447](https://codecov.io/gh/pandas-dev/pandas/pull/25469?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @gfyoung 