add multi index with categories test
This PR adds test to address the issue in #49337, which have already been fixed on main

- [x] closses #49337
- [x] [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
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Do you want a entry in the changelog since this is not a fix, just a test to ensure we dont run into this again?
<s>- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.<s>

Failing test seems unrelated to this This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. 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. rebased master and addresses the comment, I dont think the PR sync while it is closed so you cant see the newest commit For some reason I cannot re-open this pull request. Mind opening up another one?