Backport PR #25371 on branch 0.24.x (Remove spurious MultiIndex creation in `_set_axis_name`)
Backport PR #25371: Remove spurious MultiIndex creation in `_set_axis_name`
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=h1) Report
> Merging [#25372](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=desc) into [0.24.x](https://codecov.io/gh/pandas-dev/pandas/commit/82a49490cce30f3ad88db451960b2e47cd8fd7f6?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25372/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           0.24.x   #25372      +/-   ##
==========================================
- Coverage   92.39%   92.39%   -0.01%     
==========================================
  Files         166      166              
  Lines       52410    52409       -1     
==========================================
- Hits        48425    48424       -1     
  Misses       3985     3985
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.82% <ø> (-0.01%)` | :arrow_down: |
| #single | `42.87% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25372/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.63% <ø> (-0.01%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25372?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/25372?src=pr&el=footer). Last update [82a4949...357daab](https://codecov.io/gh/pandas-dev/pandas/pull/25372?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/25372?src=pr&el=h1) Report
> Merging [#25372](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=desc) into [0.24.x](https://codecov.io/gh/pandas-dev/pandas/commit/82a49490cce30f3ad88db451960b2e47cd8fd7f6?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25372/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           0.24.x   #25372      +/-   ##
==========================================
- Coverage   92.39%   92.39%   -0.01%     
==========================================
  Files         166      166              
  Lines       52410    52409       -1     
==========================================
- Hits        48425    48424       -1     
  Misses       3985     3985
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.82% <ø> (-0.01%)` | :arrow_down: |
| #single | `42.87% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25372/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.63% <ø> (-0.01%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25372?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/25372?src=pr&el=footer). Last update [82a4949...357daab](https://codecov.io/gh/pandas-dev/pandas/pull/25372?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
