remove unused dtype from MultiIndex constructor
One possible fix for #60962

This could go through a deprecation warning, although anyone currently passing `dtype` to `MultiIndex` is already having their code (silently) not behave as intended. Keeping the parameter but raising an error wouldn't be any less breaking that removing the argument. Happy to take a different strategy if people prefer though

- [ ] closes #60962 (Replace xxxx with the GitHub issue number)
- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] 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.

If no end user has ever complained about this I would be OK with removing as well. Can always add back at a later date if the need arises Thanks @MarcoGorelli 