BUG/PERF: MultiIndex.value_counts returning flat index
- [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.
- [x] Added an entry in the latest `doc/source/whatsnew/v2.0.0.rst` file if fixing a bug or adding a new feature.


I believe it is a bug that `MultiIndex.value_counts` returns a `Series` indexed by a flat index of tuples rather than a `MultiIndex`. By returning a flat index, we lose nullable dtypes, index names, etc.

This PR changes `MultiIndex.value_counts` to return a `Series` indexed by a `MultiIndex`. 

This also has some perf improvements:

```
import pandas as pd
import numpy as np

mi = pd.MultiIndex.from_product([np.arange(1000), np.arange(1000)])

%timeit mi.value_counts()

974 ms ± 28.9 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)  <- main
182 ms ± 10.2 ms per loop (mean ± std. dev. of 7 runs, 10 loops each) <- PR
```
> Two things:
> 
> Can we send this down a different path directly from MultiIndex.value_counts and what happens when bins is not None? Edit: Missed the normalise part at the end, so forget my comment about sending it down a different path

I also thought this path made sense since `algos.union_with_duplicates` calls `algos.value_counts` and will benefit from the performance improvements. The value_counts calls are currently bottlenecks when calling `union_with_duplicates` with MultiIndexes.

`bins` is documented to only work for numeric data. Passing anything other than None for a MultiIndex raises - this PR does not change that behavior. The error message could be improved as it simply raises when trying to construct a `Series` from a `MultiIndex`. 

 Thx, could you open an issue about improving the error message? > Thx, could you open an issue about improving the error message?

will do thx @lukemanley 