#### Code Sample, a copy-pastable example if possible ```python # Code in master pd.MultiIndex.from_product([["mammal"], ['dog', 'cat', 'monkey']]) ``` #### Problem description A spurious MultiIndex is being created in `_set_axis_names`. [Link to blame](https://github.com/pandas-dev/pandas/blame/master/pandas/core/generic.py#L1336) #### Expected Output N/A #### Output of ``pd.show_versions()`` N/A <details> [paste the output of ``pd.show_versions()`` here below this line] </details>