BUG: Fix read_csv MultiIndex empty value handling (#59560)
- [x] closes #59560 (Fixes inconsistency in `read_csv` handling of MultiIndex with empty values)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests)  
      Added `test_multiindex_empty_values_handling` in `pandas/tests/io/parser/test_index_col.py` to validate that `read_csv` correctly handles MultiIndex with empty values, leaving them as empty strings instead of replacing them with `"Unnamed: ..."`.  
      All relevant tests passed successfully.
- [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/v3.0.0.rst` file if fixing a bug or adding a new feature.  
      Updated the `MultiIndex` section with the following entry:
      
      ```rst
      - :func:`read_csv` now properly handles MultiIndex with empty values by leaving them as empty strings, ensuring consistency in index and column handling (:issue:`59560`).
      ```


Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.