BUG: pd.concat fails when handling MultiIndex if repeated index exists
xref #20565 

- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Can you check benchmarks for this? I would think that replacing the internal factorize with itertools.chain could drastically slow things down thanks! @WillAyd changed

btw, just a question, somehow, yesterday when i was trying to check benchmark, it takes ages and I felt my laptop almost burned, is this normal for local benchmark checking?

I will check the benchmark tomorrow Running the entire benchmark suite will take a while. You probably want to limit it to what you think is the affected code, so something like `asv continuous upstream/master HEAD -b join_merge.Concat` for this PR 
 Hello @charlesdong1991! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-04-13 09:00:15 UTC @charlesdong1991 still active? Can you fix merge conflicts and try to get CI green? yeah, still active, but i will be off for vacation for several days, and this needs some work so will update in a week. @WillAyd 👍  @charlesdong1991 what's the status here? emm, let me close for now, haven't past tests locally. will reopen once finding a way.