BUG:Pivot table drops column/index names=nan when dropna=false
 - [x] closes #14072
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [ ] whatsnew entry
clean-up of #14246
this is doing similar things to changes in #12607  > this is doing similar things to changes in #12607

Ah I see. That is a much larger change that the original issue I was looking at :) I think the change in `Cython` is definitely required. The problem is how to pass `dropna` to it without disturbing too many existing structures. 
I just reset my developing environment and am trying to use Anaconda Python2.7. Interestingly, numerous tests failed on me even with the master branch. So I just tested `pivot` and `groupby` at local. I'll do more research on the weekend. Some tests will be failing and many are actually different/separate problems. I already located several and will update soon.  can you rebase and update? needs a rebase. if you'd like to continue, pls comment.