TST: Add tests for MultiIndex columns cases in aggregate relabelling
- [x] closes #29422 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

the error isn't related to the change in this PR many thanks for your review! @gfyoung 
changed!

tests still fail, but i don't think it is relevant to the change in this PR. 🤔  @charlesdong1991 : Can you try rebasing OR merging with `master` and see what happens? yeah, it works, probably a flaky test error, I also saw the same error in other PRs. @gfyoung  thanks @charlesdong1991 