CLN: Remove internal classes from MultiIndex pickle.
FrozenNDArray had made it into the MI pickle. No reason to do that and just
complicates pickle compat going forward. Now they just output ndarray
instead (which also avoids the unnecessary nested pickle previously
occurring).

Fixes #5076.

perfect..so this will still exist, just not in pickles
 @jreback so something like this, where it's fixing something that never made it to any release. Should that go in release notes?
 nope (you could annotate the original) or even remove it
