Idx get level values list
- [x] will close #56917 
- [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.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Note: if this PR looks fine, I can remove the old call `_get_level_values` and replace `_get_level_values(level) for level in levels` by `self._get_level_values(levels)`, which should enhance readability
pre-commit.ci autofix pre-commit.ci autofix Thanks for the PR, but we usually require discussion and support from core team members before proceeding with a PR. Going to close to now pending acceptance from the core development team but happy to reopen if there's acceptance.