BUG: MultiIndex.dtypes to handle when no level names
- [X] closes #38580 
- [X] tests added / passed
- [X] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @gurukiran07! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-12-19 14:05:47 UTC > We'll need a whatsnew (probably under 1.3)

the feature this PR fixes was added for 1.3 #37073, so release note probably not necessary. thanks @gurukiran07 