Add test for multiindex json
- [x] related to #31028 and adds test for #27618 
- [x] tests added / passed
- [x] passes `black pandas`

does this close #31028 ? That is still being discussed there. But @WillAyd mentioned [here](https://github.com/pandas-dev/pandas/issues/31028#issuecomment-574744068) that this test is to be added. thanks @rushabh-v; this leaves that issue open for discussion then.